+46,630.9%
TJX vs ES
+1,272.1%
+45,358.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.3% | +2.7% | -3.0% | -1.1% |
| 30D | -5.6% | +7.6% | -13.2% | -7.5% |
| 3M | -12.3% | +0.5% | -12.8% | -12.5% |
| 6M | -7.7% | +7.6% | -15.3% | -9.7% |
| YTD | -11.4% | +10.2% | -21.6% | -14.1% |
| 1Y | -7.0% | +1.8% | -8.9% | -8.3% |
| 3Y | +53.3% | +55.4% | -2.1% | +32.3% |
| 5Y | +109.9% | +7.3% | +102.6% | +99.1% |
| 10Y | +310.0% | +96.4% | +213.6% | +230.3% |
| All | +46,630.9% | +1,272.1% | +45,358.8% | +22,095.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling