+306.4%
TJX vs XLRE
+109.5%
+196.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -4.6% | -1.2% | -3.4% | -3.9% |
| 30D | -17.2% | -2.4% | -14.8% | -15.9% |
| 3M | -24.9% | -2.5% | -22.4% | -23.7% |
| 6M | -19.7% | +4.0% | -23.6% | -21.8% |
| YTD | -17.2% | +9.3% | -26.5% | -22.1% |
| 1Y | -9.4% | +5.6% | -15.0% | -12.9% |
| 3Y | +43.1% | +31.3% | +11.8% | +16.6% |
| 5Y | +96.7% | +9.5% | +87.2% | +79.9% |
| 10Y | +287.7% | +89.0% | +198.8% | +146.4% |
| All | +306.4% | +109.5% | +196.9% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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