+97.2%
TJX vs EXEL
+180.6%
-83.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -4.6% | -4.9% | +0.3% | -4.1% |
| 30D | -17.2% | +11.4% | -28.6% | -18.2% |
| 3M | -24.9% | +4.9% | -29.8% | -25.4% |
| 6M | -19.7% | +34.4% | -54.1% | -22.5% |
| YTD | -17.2% | +28.0% | -45.2% | -19.8% |
| 1Y | -9.4% | +43.6% | -53.1% | -13.6% |
| 3Y | +43.1% | +155.2% | -112.1% | +24.2% |
| All | +97.2% | +180.6% | -83.4% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling