+5,249.1%
TJX vs XLB
+813.8%
+4,435.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.8% |
| 7D | -3.3% | -0.2% | -3.0% | -3.1% |
| 30D | -19.9% | -1.7% | -18.1% | -19.1% |
| 3M | -19.0% | +4.4% | -23.4% | -21.3% |
| 6M | -18.6% | +5.0% | -23.6% | -21.3% |
| YTD | -15.3% | +15.5% | -30.8% | -23.0% |
| 1Y | -7.3% | +14.9% | -22.3% | -15.7% |
| 3Y | +46.6% | +34.5% | +12.0% | +20.0% |
| 5Y | +98.5% | +36.5% | +62.0% | +60.2% |
| 10Y | +289.1% | +159.6% | +129.5% | +117.1% |
| All | +5,249.1% | +813.8% | +4,435.3% | +1,239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling