+43.5%
TJX vs EXEL
+160.7%
-117.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.3% |
| 7D | -4.4% | -2.9% | -1.5% | -4.2% |
| 30D | -18.6% | +11.9% | -30.5% | -19.3% |
| 3M | -24.4% | +9.2% | -33.6% | -24.9% |
| 6M | -20.2% | +39.1% | -59.3% | -22.3% |
| YTD | -16.9% | +31.0% | -48.0% | -18.8% |
| 1Y | -8.5% | +52.3% | -60.8% | -11.7% |
| All | +43.5% | +160.7% | -117.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling