+97.3%
TJX vs ESI
+66.0%
+31.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.1% |
| 7D | -4.4% | -2.3% | -2.0% | -4.0% |
| 30D | -18.6% | -9.0% | -9.5% | -17.2% |
| 3M | -24.4% | -13.3% | -11.1% | -23.2% |
| 6M | -20.2% | +5.3% | -25.5% | -23.3% |
| YTD | -16.9% | +37.6% | -54.6% | -25.9% |
| 1Y | -8.5% | +33.6% | -42.1% | -18.2% |
| 3Y | +43.7% | +75.8% | -32.0% | +13.2% |
| 5Y | +97.3% | +68.6% | +28.7% | +55.7% |
| All | +97.3% | +66.0% | +31.3% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling