+97.3%
TJX vs XLB
+32.8%
+64.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.9% |
| 7D | -4.4% | -3.5% | -0.8% | -2.5% |
| 30D | -18.6% | -4.7% | -13.9% | -16.5% |
| 3M | -24.4% | +2.7% | -27.1% | -25.7% |
| 6M | -20.2% | +2.6% | -22.8% | -21.8% |
| YTD | -16.9% | +12.8% | -29.8% | -23.4% |
| 1Y | -8.5% | +14.0% | -22.5% | -16.3% |
| 3Y | +43.7% | +31.5% | +12.3% | +18.2% |
| 5Y | +97.3% | +33.4% | +63.9% | +59.1% |
| All | +97.3% | +32.8% | +64.6% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling