+177.8%
XLE vs TJX
+287.7%
-109.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +1.7% | -4.6% | +6.3% | +3.8% |
| 30D | +6.7% | -17.2% | +23.9% | +16.0% |
| 3M | +14.9% | -24.9% | +39.8% | +30.0% |
| 6M | +15.9% | -19.7% | +35.6% | +26.3% |
| YTD | +47.7% | -17.2% | +64.9% | +58.2% |
| 1Y | +50.7% | -9.4% | +60.1% | +54.2% |
| 3Y | +57.9% | +43.1% | +14.8% | +26.2% |
| 5Y | +227.0% | +96.7% | +130.3% | +113.7% |
| All | +177.8% | +287.7% | -109.9% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling