+2,906.5%
TJX vs QLD
+9,036.4%
-6,129.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -17.1% | -0.1% | -17.0% | -17.2% |
| 3M | -16.5% | -8.4% | -8.1% | -15.5% |
| 6M | -17.8% | +32.2% | -50.0% | -26.7% |
| YTD | -13.2% | +28.9% | -42.1% | -22.4% |
| 1Y | -5.2% | +43.8% | -49.0% | -18.9% |
| 3Y | +48.2% | +176.6% | -128.4% | -4.3% |
| 5Y | +99.8% | +121.6% | -21.8% | +29.7% |
| 10Y | +291.1% | +1,652.9% | -1,361.8% | +3.4% |
| All | +2,906.5% | +9,036.4% | -6,129.9% | +225.7% |
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 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