+97.3%
TJX vs XRT
-4.5%
+101.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -4.4% | -3.6% | -0.8% | -2.7% |
| 30D | -18.6% | -6.7% | -11.9% | -15.9% |
| 3M | -24.4% | -1.4% | -23.0% | -24.0% |
| 6M | -20.2% | +1.7% | -21.9% | -21.1% |
| YTD | -16.9% | -1.5% | -15.5% | -16.7% |
| 1Y | -8.5% | -2.5% | -6.0% | -8.0% |
| 3Y | +43.7% | +39.9% | +3.8% | +18.7% |
| 5Y | +97.3% | -2.6% | +100.0% | +89.5% |
| All | +97.3% | -4.5% | +101.8% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling