+424.1%
TJX vs ESI
+226.4%
+197.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.5% |
| 7D | -3.3% | +5.4% | -8.6% | -4.3% |
| 30D | -19.9% | -4.2% | -15.7% | -19.2% |
| 3M | -19.0% | -9.6% | -9.4% | -18.2% |
| 6M | -18.6% | +18.3% | -36.9% | -22.9% |
| YTD | -15.3% | +45.8% | -61.1% | -23.9% |
| 1Y | -7.3% | +39.2% | -46.5% | -16.2% |
| 3Y | +46.6% | +86.3% | -39.7% | +21.4% |
| 5Y | +98.5% | +76.2% | +22.3% | +64.4% |
| 10Y | +289.1% | +306.8% | -17.7% | +166.9% |
| All | +424.1% | +226.4% | +197.7% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling