-5.2%
TJX vs XEL
+7.2%
-12.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.2% | -1.0% | -1.3% | -2.1% |
| 30D | -17.1% | -1.9% | -15.2% | -17.0% |
| 3M | -16.5% | -1.9% | -14.6% | -16.2% |
| 6M | -17.8% | -7.4% | -10.4% | -17.1% |
| YTD | -13.2% | +4.1% | -17.3% | -13.2% |
| 1Y | -5.2% | +8.0% | -13.2% | -5.8% |
| All | -5.2% | +7.2% | -12.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling