+108.3%
TJX vs EXPD
+60.9%
+47.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | +5.5% | -5.9% | -1.5% |
| 30D | -5.6% | -0.8% | -4.8% | -5.5% |
| 3M | -12.3% | +4.1% | -16.5% | -13.2% |
| 6M | -7.7% | +25.7% | -33.4% | -12.5% |
| YTD | -11.4% | +31.4% | -42.8% | -17.6% |
| 1Y | -7.0% | +42.2% | -49.2% | -15.4% |
| 3Y | +53.3% | +77.2% | -23.9% | +29.0% |
| All | +108.3% | +60.9% | +47.5% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling