+283.6%
TJX vs EXR
+151.8%
+131.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | -17.2% | -6.2% | -10.9% | -15.5% |
| 3M | -24.9% | -7.4% | -17.5% | -23.2% |
| 6M | -19.7% | -0.5% | -19.1% | -19.6% |
| YTD | -17.2% | +8.1% | -25.3% | -19.3% |
| 1Y | -9.4% | -2.9% | -6.6% | -9.1% |
| 3Y | +43.1% | +22.9% | +20.1% | +30.1% |
| 5Y | +96.7% | -10.2% | +106.9% | +94.9% |
| All | +283.6% | +151.8% | +131.8% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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