+283.6%
TJX vs EXEL
+375.2%
-91.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -4.6% | -4.9% | +0.3% | -4.0% |
| 30D | -17.2% | +11.4% | -28.6% | -18.3% |
| 3M | -24.9% | +4.9% | -29.8% | -25.5% |
| 6M | -19.7% | +34.4% | -54.1% | -22.8% |
| YTD | -17.2% | +28.0% | -45.2% | -20.1% |
| 1Y | -9.4% | +43.6% | -53.1% | -14.1% |
| 3Y | +43.1% | +155.2% | -112.1% | +23.8% |
| 5Y | +96.7% | +181.2% | -84.5% | +65.9% |
| All | +283.6% | +375.2% | -91.6% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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