-5.2%
TJX vs XHB
-9.3%
+4.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -2.2% | -1.3% | -1.0% | -2.0% |
| 30D | -17.1% | -6.9% | -10.3% | -15.7% |
| 3M | -16.5% | -1.3% | -15.2% | -16.8% |
| 6M | -17.8% | -6.8% | -11.0% | -17.7% |
| YTD | -13.2% | +0.7% | -13.9% | -15.3% |
| 1Y | -5.2% | -11.2% | +6.0% | -6.6% |
| All | -5.2% | -9.3% | +4.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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