+43.2%
TJX vs EXC
+20.6%
+22.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -20.3% | -0.9% | -19.5% | -20.2% |
| 3M | -23.3% | -2.7% | -20.6% | -22.8% |
| 6M | -19.7% | -9.4% | -10.4% | -18.0% |
| YTD | -17.1% | +3.0% | -20.2% | -17.9% |
| 1Y | -8.8% | +5.1% | -13.9% | -10.1% |
| All | +43.2% | +20.6% | +22.6% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling