+96.9%
TJX vs ESTC
-47.1%
+143.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -4.0% | -3.3% | -0.6% | -3.7% |
| 30D | -20.3% | +13.4% | -33.8% | -21.6% |
| 3M | -23.3% | +41.3% | -64.6% | -26.2% |
| 6M | -19.7% | +62.6% | -82.3% | -24.3% |
| YTD | -17.1% | +14.8% | -31.9% | -19.2% |
| 1Y | -8.8% | -5.1% | -3.7% | -9.5% |
| 3Y | +43.4% | +11.2% | +32.2% | +33.5% |
| All | +96.9% | -47.1% | +143.9% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling