+283.6%
TJX vs TEL
+316.2%
-32.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.9% |
| 7D | -4.6% | +1.6% | -6.2% | -5.3% |
| 30D | -17.2% | -0.7% | -16.5% | -17.1% |
| 3M | -24.9% | +2.4% | -27.3% | -26.2% |
| 6M | -19.7% | +4.1% | -23.8% | -22.5% |
| YTD | -17.2% | -5.8% | -11.4% | -17.3% |
| 1Y | -9.4% | +0.9% | -10.3% | -13.3% |
| 3Y | +43.1% | +72.6% | -29.5% | +0.3% |
| 5Y | +96.7% | +57.5% | +39.2% | +41.7% |
| All | +283.6% | +316.2% | -32.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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