+316.3%
TJX vs QLD
+1,387.1%
-1,070.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -0.5% | -3.8% | +3.3% | +0.3% |
| 30D | -1.3% | -20.5% | +19.2% | +4.3% |
| 3M | -13.5% | -14.6% | +1.1% | -10.5% |
| 6M | -10.1% | -14.7% | +4.5% | -8.3% |
| YTD | -10.0% | +11.2% | -21.2% | -15.4% |
| 1Y | -5.5% | +7.1% | -12.6% | -10.5% |
| 3Y | +55.5% | +141.1% | -85.6% | +9.7% |
| 5Y | +112.6% | +84.3% | +28.4% | +54.0% |
| 10Y | +316.3% | +1,450.1% | -1,133.8% | +45.2% |
| All | +316.3% | +1,387.1% | -1,070.9% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling