+316.4%
TJX vs QLD
+1,468.8%
-1,152.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.5% |
| 7D | -0.3% | +7.0% | -7.3% | -2.2% |
| 30D | -5.6% | -14.3% | +8.7% | -2.2% |
| 3M | -12.3% | -16.0% | +3.7% | -8.9% |
| 6M | -7.7% | -14.2% | +6.5% | -5.9% |
| YTD | -11.4% | +12.8% | -24.2% | -17.1% |
| 1Y | -7.0% | +14.1% | -21.1% | -13.5% |
| 3Y | +53.3% | +146.0% | -92.7% | +7.5% |
| 5Y | +109.9% | +82.0% | +27.9% | +52.8% |
| All | +316.4% | +1,468.8% | -1,152.4% | +45.5% |
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