+53.3%
TJX vs EXPD
+75.3%
-22.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | +5.5% | -5.9% | -1.1% |
| 30D | -5.6% | -0.8% | -4.8% | -5.6% |
| 3M | -12.3% | +4.1% | -16.5% | -12.9% |
| 6M | -7.7% | +25.7% | -33.4% | -11.0% |
| YTD | -11.4% | +31.4% | -42.8% | -16.0% |
| 1Y | -7.0% | +42.2% | -49.2% | -13.5% |
| 3Y | +53.3% | +77.2% | -23.9% | +31.7% |
| All | +53.3% | +75.3% | -22.0% | +31.7% |
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