-5.2%
TJX vs QLD
+46.1%
-51.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.2% | +0.6% | -2.8% | -2.2% |
| 30D | -17.1% | -0.1% | -17.0% | -17.1% |
| 3M | -16.5% | -8.4% | -8.1% | -16.2% |
| 6M | -17.8% | +32.2% | -50.0% | -19.2% |
| YTD | -13.2% | +28.9% | -42.1% | -14.9% |
| 1Y | -5.2% | +43.8% | -49.0% | -7.6% |
| All | -5.2% | +46.1% | -51.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling