+283.6%
TJX vs XRT
+128.2%
+155.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.1% |
| 7D | -4.6% | -3.2% | -1.4% | -2.8% |
| 30D | -17.2% | -4.5% | -12.7% | -15.0% |
| 3M | -24.9% | -3.1% | -21.8% | -23.7% |
| 6M | -19.7% | +4.2% | -23.9% | -21.9% |
| YTD | -17.2% | -0.1% | -17.1% | -17.6% |
| 1Y | -9.4% | -3.0% | -6.4% | -8.6% |
| 3Y | +43.1% | +41.8% | +1.3% | +11.6% |
| 5Y | +96.7% | -1.3% | +98.0% | +87.5% |
| All | +283.6% | +128.2% | +155.4% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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