+283.6%
TJX vs QXO
+34.5%
+249.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -7.8% | +3.2% | -4.5% |
| 30D | -17.2% | -18.1% | +0.9% | -16.9% |
| 3M | -24.9% | -25.8% | +0.9% | -24.6% |
| 6M | -19.7% | -41.7% | +22.0% | -19.1% |
| YTD | -17.2% | -36.2% | +19.0% | -16.8% |
| 1Y | -9.4% | -42.1% | +32.7% | -8.9% |
| 3Y | +43.1% | -46.2% | +89.2% | +35.5% |
| 5Y | +96.7% | -70.7% | +167.4% | +86.9% |
| All | +283.6% | +34.5% | +249.2% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling