+154.4%
TJX vs ESTC
+19.1%
+135.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -9.2% | +4.6% | -3.5% |
| 30D | -17.2% | +8.1% | -25.2% | -18.3% |
| 3M | -24.9% | +38.5% | -63.4% | -28.3% |
| 6M | -19.7% | +57.8% | -77.5% | -25.0% |
| YTD | -17.2% | +10.5% | -27.7% | -19.5% |
| 1Y | -9.4% | -6.4% | -3.1% | -10.4% |
| 3Y | +43.1% | +4.7% | +38.4% | +32.6% |
| 5Y | +96.7% | -47.8% | +144.5% | +92.7% |
| All | +154.4% | +19.1% | +135.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling