+2,979.8%
TJX vs QLD
+7,369.0%
-4,389.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.2% |
| 7D | -3.6% | -10.3% | +6.7% | -0.4% |
| 30D | -2.5% | -26.1% | +23.5% | +6.6% |
| 3M | -16.2% | -17.8% | +1.5% | -11.7% |
| 6M | -12.4% | -15.6% | +3.2% | -10.0% |
| YTD | -11.1% | +5.4% | -16.5% | -15.8% |
| 1Y | -4.7% | +5.2% | -10.0% | -10.1% |
| 3Y | +54.8% | +139.4% | -84.6% | +4.0% |
| 5Y | +104.3% | +66.7% | +37.6% | +45.0% |
| 10Y | +332.7% | +1,422.1% | -1,089.3% | +18.5% |
| All | +2,979.8% | +7,369.0% | -4,389.2% | +253.1% |
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