+43.5%
TJX vs ESI
+73.2%
-29.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.6% |
| 7D | -4.4% | -2.3% | -2.0% | -4.2% |
| 30D | -18.6% | -9.0% | -9.5% | -18.0% |
| 3M | -24.4% | -13.3% | -11.1% | -24.0% |
| 6M | -20.2% | +5.3% | -25.5% | -22.1% |
| YTD | -16.9% | +37.6% | -54.6% | -22.1% |
| 1Y | -8.5% | +33.6% | -42.1% | -14.1% |
| All | +43.5% | +73.2% | -29.7% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling