+43.1%
TJX vs XYZ
+46.8%
-3.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -4.3% | -0.3% | -4.2% |
| 30D | -17.2% | +1.2% | -18.4% | -17.3% |
| 3M | -24.9% | +14.6% | -39.6% | -25.9% |
| 6M | -19.7% | +22.6% | -42.2% | -21.4% |
| YTD | -17.2% | +21.7% | -38.9% | -19.1% |
| 1Y | -9.4% | +6.7% | -16.1% | -10.7% |
| 3Y | +43.1% | +46.8% | -3.8% | +32.8% |
| All | +43.1% | +46.8% | -3.7% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 3y: compounded portfolio wealth divided by compounded XYZ 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…
3y analysis · Full analysis span regression · 6 months rolling