+160.2%
TJX vs ESTC
+26.3%
+133.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.9% |
| 7D | -3.3% | -4.3% | +1.0% | -2.8% |
| 30D | -19.9% | +17.7% | -37.6% | -21.8% |
| 3M | -19.0% | +42.3% | -61.3% | -23.0% |
| 6M | -18.6% | +64.6% | -83.1% | -24.4% |
| YTD | -15.3% | +17.2% | -32.5% | -18.2% |
| 1Y | -7.3% | -4.2% | -3.1% | -8.6% |
| 3Y | +46.6% | +13.5% | +33.1% | +34.4% |
| 5Y | +98.5% | -45.5% | +144.0% | +93.6% |
| All | +160.2% | +26.3% | +133.9% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling