+283.6%
TJX vs XME
+421.4%
-137.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -4.6% | -4.2% | -0.4% | -3.4% |
| 30D | -17.2% | -2.7% | -14.5% | -16.7% |
| 3M | -24.9% | -3.9% | -21.0% | -24.5% |
| 6M | -19.7% | -1.0% | -18.7% | -20.8% |
| YTD | -17.2% | +9.8% | -27.0% | -21.9% |
| 1Y | -9.4% | +32.5% | -42.0% | -20.8% |
| 3Y | +43.1% | +124.3% | -81.3% | 0.0% |
| 5Y | +96.7% | +165.8% | -69.1% | +22.6% |
| All | +283.6% | +421.4% | -137.7% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling