-7.0%
TJX vs QLD
+10.7%
-17.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -0.3% | +7.0% | -7.3% | -0.3% |
| 30D | -5.6% | -14.3% | +8.7% | -6.1% |
| 3M | -12.3% | -16.0% | +3.7% | -13.0% |
| 6M | -7.7% | -14.2% | +6.5% | -8.2% |
| YTD | -11.4% | +12.8% | -24.2% | -14.6% |
| 1Y | -7.0% | +14.1% | -21.1% | -10.1% |
| All | -7.0% | +10.7% | -17.7% | -10.1% |
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