+1,037.2%
XLE vs TJX
+5,078.5%
-4,041.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.9% |
| 7D | 0.0% | -3.3% | +3.3% | +1.0% |
| 30D | +12.6% | -19.9% | +32.5% | +20.8% |
| 3M | +11.8% | -19.0% | +30.9% | +19.3% |
| 6M | +16.1% | -18.6% | +34.6% | +23.0% |
| YTD | +46.9% | -15.3% | +62.2% | +53.4% |
| 1Y | +53.3% | -7.3% | +60.6% | +55.2% |
| 3Y | +54.9% | +46.6% | +8.3% | +33.4% |
| 5Y | +225.7% | +98.5% | +127.2% | +148.5% |
| 10Y | +170.7% | +289.1% | -118.4% | +67.2% |
| All | +1,037.2% | +5,078.5% | -4,041.3% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling