+43,572.7%
TJX vs OKE
+16,094.5%
+27,478.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | -4.6% | +1.2% | -5.8% | -4.9% |
| 30D | -17.2% | +4.5% | -21.7% | -18.1% |
| 3M | -24.9% | +9.6% | -34.5% | -26.9% |
| 6M | -19.7% | +15.4% | -35.0% | -23.2% |
| YTD | -17.2% | +36.5% | -53.7% | -24.5% |
| 1Y | -9.4% | +39.0% | -48.4% | -17.9% |
| 3Y | +43.1% | +74.3% | -31.2% | +19.9% |
| 5Y | +96.7% | +141.2% | -44.5% | +48.9% |
| 10Y | +287.7% | +262.1% | +25.6% | +137.4% |
| All | +43,572.7% | +16,094.5% | +27,478.2% | +8,962.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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