-9.1%
TJX vs ESTC
-7.6%
-1.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | -4.4% | -13.2% | +8.8% | -4.5% |
| 30D | -18.6% | +9.3% | -27.9% | -18.3% |
| 3M | -24.4% | +37.3% | -61.7% | -23.7% |
| 6M | -20.2% | +61.0% | -81.2% | -18.9% |
| YTD | -16.9% | +10.7% | -27.6% | -16.9% |
| All | -9.1% | -7.6% | -1.5% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling