+43.5%
TJX vs XLC
+71.4%
-27.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -4.4% | -1.7% | -2.7% | -3.7% |
| 30D | -18.6% | +0.2% | -18.8% | -18.6% |
| 3M | -24.4% | +0.7% | -25.1% | -24.7% |
| 6M | -20.2% | -4.5% | -15.8% | -19.0% |
| YTD | -16.9% | -4.7% | -12.2% | -15.6% |
| 1Y | -8.5% | -1.5% | -7.0% | -8.4% |
| All | +43.5% | +71.4% | -27.9% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling