+97.2%
TJX vs IEF
-9.5%
+106.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -1.3% | -3.2% | -4.2% |
| 30D | -17.2% | -1.7% | -15.4% | -16.7% |
| 3M | -24.9% | -2.5% | -22.4% | -24.4% |
| 6M | -19.7% | -3.3% | -16.4% | -18.9% |
| YTD | -17.2% | -2.8% | -14.4% | -16.5% |
| 1Y | -9.4% | -2.7% | -6.7% | -8.7% |
| 3Y | +43.1% | +8.9% | +34.2% | +40.3% |
| All | +97.2% | -9.5% | +106.7% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling