+97.2%
TJX vs XHB
+33.0%
+64.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -4.6% | -4.6% | +0.1% | -2.8% |
| 30D | -17.2% | -9.1% | -8.0% | -14.1% |
| 3M | -24.9% | -8.6% | -16.3% | -22.6% |
| 6M | -19.7% | -4.0% | -15.6% | -19.2% |
| YTD | -17.2% | -3.9% | -13.3% | -17.1% |
| 1Y | -9.4% | -16.5% | +7.0% | -4.0% |
| 3Y | +43.1% | +22.6% | +20.5% | +21.2% |
| All | +97.2% | +33.0% | +64.2% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling