+45,672.9%
TJX vs EXC
+2,353.7%
+43,319.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -17.1% | -3.7% | -13.4% | -16.2% |
| 3M | -16.5% | -1.3% | -15.2% | -16.2% |
| 6M | -17.8% | -9.7% | -8.1% | -15.4% |
| YTD | -13.2% | +2.9% | -16.1% | -14.2% |
| 1Y | -5.2% | +4.4% | -9.6% | -6.8% |
| 3Y | +48.2% | +22.2% | +26.0% | +37.6% |
| 5Y | +99.8% | +46.7% | +53.1% | +73.6% |
| 10Y | +291.1% | +155.3% | +135.8% | +189.1% |
| All | +45,672.9% | +2,353.7% | +43,319.1% | +17,947.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling