+248.8%
XLF vs TJX
+287.7%
-38.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -4.6% | +3.1% | +0.9% |
| 30D | -1.2% | -17.2% | +16.0% | +8.6% |
| 3M | +9.2% | -24.9% | +34.1% | +25.7% |
| 6M | +16.3% | -19.7% | +36.0% | +29.0% |
| YTD | +5.4% | -17.2% | +22.6% | +14.8% |
| 1Y | +7.6% | -9.4% | +17.0% | +11.6% |
| 3Y | +74.2% | +43.1% | +31.1% | +40.7% |
| 5Y | +66.1% | +96.7% | -30.6% | +10.8% |
| All | +248.8% | +287.7% | -38.9% | +71.3% |
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