+54.8%
TJX vs QLD
+140.3%
-85.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.6% |
| 7D | -3.6% | -10.3% | +6.7% | -2.5% |
| 30D | -2.5% | -26.1% | +23.5% | +0.4% |
| 3M | -16.2% | -17.8% | +1.5% | -14.8% |
| 6M | -12.4% | -15.6% | +3.2% | -11.7% |
| YTD | -11.1% | +5.4% | -16.5% | -13.7% |
| 1Y | -4.7% | +5.2% | -10.0% | -7.6% |
| 3Y | +54.8% | +139.4% | -84.6% | +22.7% |
| All | +54.8% | +140.3% | -85.5% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling