+97.2%
TJX vs XYZ
-68.2%
+165.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -4.3% | -0.3% | -4.0% |
| 30D | -17.2% | +1.2% | -18.4% | -17.4% |
| 3M | -24.9% | +14.6% | -39.6% | -26.6% |
| 6M | -19.7% | +22.6% | -42.2% | -22.5% |
| YTD | -17.2% | +21.7% | -38.9% | -20.4% |
| 1Y | -9.4% | +6.7% | -16.1% | -11.6% |
| 3Y | +43.1% | +46.8% | -3.8% | +26.4% |
| All | +97.2% | -68.2% | +165.3% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling