+2,745.6%
TJX vs EXPE
+776.5%
+1,969.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.9% | +5.5% | -0.6% |
| 7D | -3.3% | -9.8% | +6.5% | -1.0% |
| 30D | -19.9% | -11.5% | -8.4% | -17.7% |
| 3M | -19.0% | +21.7% | -40.8% | -23.1% |
| 6M | -18.6% | +10.4% | -28.9% | -21.3% |
| YTD | -15.3% | -2.5% | -12.8% | -16.7% |
| 1Y | -7.3% | +27.3% | -34.7% | -15.2% |
| 3Y | +46.6% | +153.5% | -106.9% | +8.4% |
| 5Y | +98.5% | +91.1% | +7.4% | +50.9% |
| 10Y | +289.1% | +153.1% | +136.0% | +155.2% |
| All | +2,745.6% | +776.5% | +1,969.2% | +917.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling