+43,711.4%
TJX vs EVRG
+2,064.1%
+41,647.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | -18.6% | 0.0% | -18.6% | -18.6% |
| 3M | -24.4% | -1.0% | -23.4% | -24.2% |
| 6M | -20.2% | +1.0% | -21.2% | -20.7% |
| YTD | -16.9% | +15.1% | -32.0% | -21.0% |
| 1Y | -8.5% | +17.6% | -26.1% | -13.6% |
| 3Y | +43.7% | +70.5% | -26.7% | +19.1% |
| 5Y | +97.3% | +48.9% | +48.5% | +69.6% |
| 10Y | +289.0% | +112.8% | +176.2% | +194.5% |
| All | +43,711.4% | +2,064.1% | +41,647.2% | +19,324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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