+283.6%
TJX vs ESI
+312.8%
-29.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -4.6% | -4.6% | 0.0% | -3.4% |
| 30D | -17.2% | -10.5% | -6.7% | -14.7% |
| 3M | -24.9% | -19.8% | -5.1% | -21.1% |
| 6M | -19.7% | +5.8% | -25.5% | -23.4% |
| YTD | -17.2% | +38.3% | -55.5% | -28.1% |
| 1Y | -9.4% | +31.5% | -40.9% | -20.6% |
| 3Y | +43.1% | +80.7% | -37.6% | +8.2% |
| 5Y | +96.7% | +69.4% | +27.3% | +48.6% |
| All | +283.6% | +312.8% | -29.1% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling