+414.6%
XLF vs TJX
+4,962.0%
-4,547.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -4.6% | +3.1% | +0.8% |
| 30D | -1.2% | -17.2% | +16.0% | +8.1% |
| 3M | +9.2% | -24.9% | +34.1% | +24.8% |
| 6M | +16.3% | -19.7% | +36.0% | +28.3% |
| YTD | +5.4% | -17.2% | +22.6% | +14.4% |
| 1Y | +7.6% | -9.4% | +17.0% | +11.6% |
| 3Y | +74.2% | +43.1% | +31.1% | +43.5% |
| 5Y | +66.1% | +96.7% | -30.6% | +15.0% |
| 10Y | +252.8% | +287.7% | -35.0% | +69.7% |
| All | +414.6% | +4,962.0% | -4,547.4% | -21.3% |
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 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