+121.2%
TJX vs TE
-53.2%
+174.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +7.0% | +0.4% |
| 7D | -4.4% | +0.9% | -5.2% | -4.4% |
| 30D | -18.6% | -16.3% | -2.3% | -18.2% |
| 3M | -24.4% | -40.8% | +16.4% | -23.5% |
| 6M | -20.2% | -42.6% | +22.4% | -20.0% |
| YTD | -16.9% | -31.4% | +14.5% | -17.7% |
| 1Y | -8.5% | +144.9% | -153.4% | -15.5% |
| 3Y | +43.7% | -26.0% | +69.7% | +37.7% |
| 5Y | +97.3% | -48.5% | +145.8% | +88.2% |
| All | +121.2% | -53.2% | +174.4% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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