+288.1%
TJX vs EXPD
+316.4%
-28.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.6% |
| 7D | -4.0% | +1.2% | -5.1% | -4.4% |
| 30D | -20.3% | +5.2% | -25.5% | -21.9% |
| 3M | -23.3% | +13.2% | -36.5% | -27.0% |
| 6M | -19.7% | +30.3% | -50.1% | -27.9% |
| YTD | -17.1% | +27.0% | -44.2% | -25.7% |
| 1Y | -8.8% | +57.3% | -66.1% | -25.5% |
| 3Y | +43.4% | +70.0% | -26.6% | +10.4% |
| 5Y | +95.2% | +61.6% | +33.6% | +48.7% |
| 10Y | +288.1% | +321.1% | -33.0% | +89.2% |
| All | +288.1% | +316.4% | -28.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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