-9.4%
TJX vs XYL
-21.4%
+12.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | +1.2% | -5.8% | -4.8% |
| 30D | -17.2% | -11.9% | -5.2% | -15.3% |
| 3M | -24.9% | -1.5% | -23.4% | -24.9% |
| 6M | -19.7% | -11.9% | -7.8% | -18.0% |
| YTD | -17.2% | -20.6% | +3.4% | -14.1% |
| 1Y | -9.4% | -23.5% | +14.1% | -6.5% |
| All | -9.4% | -21.4% | +12.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling