+3,007.3%
TJX vs EXR
+2,660.5%
+346.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -3.3% | -0.7% | -2.6% | -3.0% |
| 30D | -19.9% | -6.9% | -12.9% | -17.9% |
| 3M | -19.0% | -3.0% | -16.1% | -18.3% |
| 6M | -18.6% | -2.9% | -15.6% | -17.9% |
| YTD | -15.3% | +9.3% | -24.6% | -18.0% |
| 1Y | -7.3% | -0.9% | -6.4% | -7.6% |
| 3Y | +46.6% | +24.7% | +21.9% | +31.7% |
| 5Y | +98.5% | -11.7% | +110.2% | +96.0% |
| 10Y | +289.1% | +148.4% | +140.7% | +160.0% |
| All | +3,007.3% | +2,660.5% | +346.9% | +753.8% |
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