+194.2%
TJX vs XLC
+145.0%
+49.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | -4.6% | +0.5% | -5.1% | -4.9% |
| 30D | -17.2% | +2.1% | -19.3% | -18.3% |
| 3M | -24.9% | +0.7% | -25.6% | -25.5% |
| 6M | -19.7% | -3.2% | -16.5% | -18.3% |
| YTD | -17.2% | -3.8% | -13.4% | -15.7% |
| 1Y | -9.4% | -2.0% | -7.4% | -9.0% |
| 3Y | +43.1% | +71.4% | -28.3% | -3.5% |
| 5Y | +96.7% | +40.7% | +56.0% | +54.1% |
| All | +194.2% | +145.0% | +49.2% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling