+3.2%
TJX vs XME
+5.2%
-2.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.1% |
| 7D | +4.6% | -5.5% | +10.1% | +4.2% |
| 30D | +7.7% | -11.1% | +18.8% | +7.0% |
| 3M | -7.8% | -11.1% | +3.3% | -8.5% |
| 6M | -5.8% | -18.0% | +12.2% | -6.8% |
| YTD | -4.9% | -7.4% | +2.5% | -6.7% |
| 1Y | +3.2% | +6.7% | -3.5% | +0.8% |
| All | +3.2% | +5.2% | -2.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling