+283.6%
TJX vs EXC
+158.0%
+125.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.6% | -1.1% | -3.5% | -4.1% |
| 30D | -17.2% | -3.6% | -13.5% | -15.8% |
| 3M | -24.9% | -4.3% | -20.6% | -23.6% |
| 6M | -19.7% | -9.9% | -9.7% | -16.2% |
| YTD | -17.2% | +1.8% | -19.0% | -18.4% |
| 1Y | -9.4% | +2.9% | -12.3% | -11.3% |
| 3Y | +43.1% | +19.1% | +24.0% | +28.6% |
| 5Y | +96.7% | +44.8% | +51.9% | +55.2% |
| All | +283.6% | +158.0% | +125.7% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling