+46.6%
TJX vs EXPD
+66.3%
-19.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -3.3% | -0.9% | -2.3% | -3.1% |
| 30D | -19.9% | +4.1% | -23.9% | -20.3% |
| 3M | -19.0% | +13.8% | -32.8% | -20.8% |
| 6M | -18.6% | +27.3% | -45.8% | -21.9% |
| YTD | -15.3% | +25.4% | -40.7% | -19.2% |
| 1Y | -7.3% | +54.4% | -61.7% | -16.0% |
| 3Y | +46.6% | +67.9% | -21.3% | +26.3% |
| All | +46.6% | +66.3% | -19.7% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling