+43.1%
TJX vs TEL
+71.6%
-28.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.9% |
| 7D | -4.6% | +1.6% | -6.2% | -4.8% |
| 30D | -17.2% | -0.7% | -16.5% | -17.1% |
| 3M | -24.9% | +2.4% | -27.3% | -25.3% |
| 6M | -19.7% | +4.1% | -23.8% | -20.6% |
| YTD | -17.2% | -5.8% | -11.4% | -17.2% |
| 1Y | -9.4% | +0.9% | -10.3% | -11.1% |
| 3Y | +43.1% | +72.6% | -29.5% | +21.9% |
| All | +43.1% | +71.6% | -28.5% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling