+99.1%
TJX vs EXE
+187.5%
-88.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -4.0% | -2.7% | -1.2% | -3.7% |
| 30D | -20.3% | -0.4% | -20.0% | -20.3% |
| 3M | -23.3% | +9.5% | -32.7% | -24.0% |
| 6M | -19.7% | -9.3% | -10.4% | -19.1% |
| YTD | -17.1% | -10.9% | -6.2% | -16.5% |
| 1Y | -8.8% | +4.3% | -13.1% | -9.8% |
| 3Y | +43.4% | +18.8% | +24.6% | +38.6% |
| 5Y | +95.2% | +101.4% | -6.2% | +75.0% |
| All | +99.1% | +187.5% | -88.5% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling