+98.5%
TJX vs QLD
+120.9%
-22.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -3.3% | +3.0% | -6.2% | -3.8% |
| 30D | -19.9% | -1.8% | -18.0% | -19.6% |
| 3M | -19.0% | -1.8% | -17.2% | -19.4% |
| 6M | -18.6% | +36.9% | -55.5% | -25.2% |
| YTD | -15.3% | +28.7% | -44.0% | -21.4% |
| 1Y | -7.3% | +41.9% | -49.2% | -16.4% |
| 3Y | +46.6% | +184.2% | -137.6% | +5.9% |
| 5Y | +98.5% | +122.1% | -23.6% | +47.3% |
| All | +98.5% | +120.9% | -22.4% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling