+332.3%
TJX vs XYZ
+607.2%
-274.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -4.3% | -0.3% | -3.9% |
| 30D | -17.2% | +1.2% | -18.4% | -17.4% |
| 3M | -24.9% | +14.6% | -39.6% | -26.8% |
| 6M | -19.7% | +22.6% | -42.2% | -22.8% |
| YTD | -17.2% | +21.7% | -38.9% | -20.9% |
| 1Y | -9.4% | +6.7% | -16.1% | -12.0% |
| 3Y | +43.1% | +46.8% | -3.8% | +25.6% |
| 5Y | +96.7% | -68.0% | +164.8% | +110.0% |
| 10Y | +287.7% | +602.8% | -315.1% | +163.8% |
| All | +332.3% | +607.2% | -274.9% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling