+2,777.1%
TJX vs XME
+244.0%
+2,533.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.0% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -20.3% | +1.4% | -21.7% | -20.8% |
| 3M | -23.3% | +2.7% | -26.0% | -24.4% |
| 6M | -19.7% | +6.5% | -26.2% | -22.3% |
| YTD | -17.1% | +15.2% | -32.3% | -22.1% |
| 1Y | -8.8% | +43.5% | -52.3% | -20.2% |
| 3Y | +43.4% | +135.9% | -92.5% | +6.1% |
| 5Y | +95.2% | +181.5% | -86.2% | +33.4% |
| 10Y | +288.1% | +436.9% | -148.8% | +109.5% |
| All | +2,777.1% | +244.0% | +2,533.1% | +1,267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling