+43.1%
TJX vs XLB
+31.1%
+12.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -4.6% | -2.8% | -1.7% | -3.5% |
| 30D | -17.2% | -3.1% | -14.1% | -16.2% |
| 3M | -24.9% | -0.2% | -24.7% | -25.0% |
| 6M | -19.7% | +3.1% | -22.7% | -20.9% |
| YTD | -17.2% | +13.3% | -30.5% | -22.1% |
| 1Y | -9.4% | +12.0% | -21.5% | -14.5% |
| 3Y | +43.1% | +31.4% | +11.7% | +24.4% |
| All | +43.1% | +31.1% | +12.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling