+2,539.8%
TJX vs XHB
+157.1%
+2,382.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.4% |
| 7D | -4.4% | -5.2% | +0.9% | -1.9% |
| 30D | -18.6% | -12.1% | -6.4% | -13.4% |
| 3M | -24.4% | -6.2% | -18.1% | -22.5% |
| 6M | -20.2% | -6.7% | -13.5% | -18.5% |
| YTD | -16.9% | -5.5% | -11.5% | -16.0% |
| 1Y | -8.5% | -15.6% | +7.1% | -2.5% |
| 3Y | +43.7% | +22.0% | +21.7% | +23.1% |
| 5Y | +97.3% | +31.8% | +65.5% | +59.7% |
| 10Y | +289.0% | +208.1% | +80.9% | +104.4% |
| All | +2,539.8% | +157.1% | +2,382.7% | +1,002.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling