+19.9%
XBI vs TJX
+95.5%
-75.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -4.6% | -4.6% | -0.1% | -2.5% |
| 30D | -2.0% | -17.2% | +15.2% | +6.8% |
| 3M | +17.8% | -24.9% | +42.7% | +34.2% |
| 6M | +23.7% | -19.7% | +43.4% | +35.9% |
| YTD | +28.2% | -17.2% | +45.4% | +38.1% |
| 1Y | +64.0% | -9.4% | +73.4% | +67.9% |
| 3Y | +99.4% | +43.1% | +56.3% | +58.1% |
| All | +19.9% | +95.5% | -75.5% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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