+3,016.7%
TJX vs QLD
+7,781.2%
-4,764.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -0.5% | -3.8% | +3.3% | +0.5% |
| 30D | -1.3% | -20.5% | +19.2% | +5.4% |
| 3M | -13.5% | -14.6% | +1.1% | -9.9% |
| 6M | -10.1% | -14.7% | +4.5% | -7.9% |
| YTD | -10.0% | +11.2% | -21.2% | -16.3% |
| 1Y | -5.5% | +7.1% | -12.6% | -11.3% |
| 3Y | +55.5% | +141.1% | -85.6% | +4.4% |
| 5Y | +112.6% | +84.3% | +28.4% | +45.8% |
| 10Y | +316.3% | +1,450.1% | -1,133.8% | +13.6% |
| All | +3,016.7% | +7,781.2% | -4,764.5% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling