+2,179.0%
TJX vs TEL
+707.2%
+1,471.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -4.4% | -2.3% | -2.1% | -3.5% |
| 30D | -18.6% | -6.1% | -12.5% | -16.7% |
| 3M | -24.4% | +1.7% | -26.1% | -25.3% |
| 6M | -20.2% | +1.6% | -21.9% | -21.9% |
| YTD | -16.9% | -9.1% | -7.9% | -15.7% |
| 1Y | -8.5% | -1.7% | -6.8% | -10.7% |
| 3Y | +43.7% | +67.3% | -23.6% | +9.5% |
| 5Y | +97.3% | +52.1% | +45.2% | +54.3% |
| 10Y | +289.0% | +299.3% | -10.4% | +102.4% |
| All | +2,179.0% | +707.2% | +1,471.8% | +741.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling