+97.2%
TJX vs EXE
+97.7%
-0.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -4.6% | -3.1% | -1.4% | -4.3% |
| 30D | -17.2% | -0.9% | -16.2% | -17.1% |
| 3M | -24.9% | +9.6% | -34.5% | -25.6% |
| 6M | -19.7% | -11.6% | -8.1% | -18.9% |
| YTD | -17.2% | -12.6% | -4.6% | -16.4% |
| 1Y | -9.4% | +1.2% | -10.6% | -10.2% |
| 3Y | +43.1% | +18.0% | +25.0% | +38.2% |
| All | +97.2% | +97.7% | -0.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 5y: compounded portfolio wealth divided by compounded EXE 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…
5y analysis · Full analysis span regression · 6 months rolling