+226.0%
XLE vs TJX
+94.3%
+131.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.5% | -4.4% | +4.8% | +1.2% |
| 30D | +6.6% | -18.6% | +25.1% | +10.5% |
| 3M | +12.3% | -24.4% | +36.6% | +17.8% |
| 6M | +18.4% | -20.2% | +38.6% | +22.7% |
| YTD | +47.2% | -16.9% | +64.2% | +51.0% |
| 1Y | +50.3% | -8.5% | +58.8% | +50.4% |
| 3Y | +55.3% | +43.7% | +11.6% | +38.1% |
| 5Y | +226.0% | +97.3% | +128.6% | +173.8% |
| All | +226.0% | +94.3% | +131.7% | +173.8% |
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