+6,956.5%
TJX vs EXEL
+264.7%
+6,691.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.2% |
| 7D | -3.3% | +1.4% | -4.6% | -3.4% |
| 30D | -19.9% | +6.7% | -26.5% | -20.4% |
| 3M | -19.0% | +11.5% | -30.5% | -20.0% |
| 6M | -18.6% | +38.8% | -57.4% | -21.3% |
| YTD | -15.3% | +31.6% | -46.9% | -17.8% |
| 1Y | -7.3% | +53.0% | -60.4% | -11.6% |
| 3Y | +46.6% | +160.8% | -114.3% | +31.3% |
| 5Y | +98.5% | +190.1% | -91.6% | +74.6% |
| 10Y | +289.1% | +367.0% | -77.9% | +212.7% |
| All | +6,956.5% | +264.7% | +6,691.8% | +3,929.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling