+97.2%
TJX vs XLC
+39.8%
+57.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -4.6% | +0.5% | -5.1% | -4.8% |
| 30D | -17.2% | +2.1% | -19.3% | -18.0% |
| 3M | -24.9% | +0.7% | -25.6% | -25.3% |
| 6M | -19.7% | -3.2% | -16.5% | -18.6% |
| YTD | -17.2% | -3.8% | -13.4% | -16.0% |
| 1Y | -9.4% | -2.0% | -7.4% | -9.0% |
| 3Y | +43.1% | +71.4% | -28.3% | +6.3% |
| All | +97.2% | +39.8% | +57.4% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling