+3,150.1%
TJX vs EXR
+3,081.1%
+69.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -5.6% | +18.2% | -23.8% | -10.7% |
| 3M | -12.3% | +7.3% | -19.7% | -14.4% |
| 6M | -7.7% | +13.8% | -21.5% | -11.7% |
| YTD | -11.4% | +25.9% | -37.3% | -18.2% |
| 1Y | -7.0% | +25.8% | -32.8% | -14.2% |
| 3Y | +53.3% | +53.7% | -0.4% | +28.9% |
| 5Y | +109.9% | -1.8% | +111.7% | +100.5% |
| 10Y | +310.0% | +214.5% | +95.4% | +153.7% |
| All | +3,150.1% | +3,081.1% | +69.1% | +751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling