+2,841.0%
TJX vs XRT
+501.1%
+2,339.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.0% |
| 7D | -3.3% | -0.3% | -3.0% | -3.1% |
| 30D | -19.9% | -5.6% | -14.2% | -16.8% |
| 3M | -19.0% | +2.5% | -21.6% | -20.6% |
| 6M | -18.6% | +3.7% | -22.2% | -20.8% |
| YTD | -15.3% | +1.0% | -16.3% | -16.4% |
| 1Y | -7.3% | -1.2% | -6.1% | -7.7% |
| 3Y | +46.6% | +43.4% | +3.2% | +10.2% |
| 5Y | +98.5% | -0.7% | +99.2% | +84.5% |
| 10Y | +289.1% | +123.7% | +165.4% | +85.3% |
| All | +2,841.0% | +501.1% | +2,339.9% | +532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling