+283.6%
TJX vs EXPE
+169.0%
+114.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -4.6% | -5.8% | +1.2% | -3.2% |
| 30D | -17.2% | -13.6% | -3.5% | -14.3% |
| 3M | -24.9% | +25.2% | -50.1% | -29.4% |
| 6M | -19.7% | +22.3% | -42.0% | -24.5% |
| YTD | -17.2% | -0.3% | -16.9% | -19.0% |
| 1Y | -9.4% | +27.8% | -37.2% | -17.8% |
| 3Y | +43.1% | +162.4% | -119.4% | +0.2% |
| 5Y | +96.7% | +95.8% | +0.9% | +42.5% |
| All | +283.6% | +169.0% | +114.7% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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