+97.2%
TJX vs XOP
+158.8%
-61.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | +2.6% | -7.2% | -4.9% |
| 30D | -17.2% | +9.6% | -26.8% | -18.0% |
| 3M | -24.9% | +20.4% | -45.3% | -26.6% |
| 6M | -19.7% | +19.9% | -39.6% | -21.8% |
| YTD | -17.2% | +56.4% | -73.6% | -22.6% |
| 1Y | -9.4% | +52.4% | -61.9% | -15.2% |
| 3Y | +43.1% | +39.9% | +3.2% | +34.0% |
| All | +97.2% | +158.8% | -61.6% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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