+14.3%
XLI vs TJX
-9.1%
+23.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.7% | -4.6% | +2.9% | -1.1% |
| 30D | -7.3% | -17.2% | +9.9% | -5.2% |
| 3M | -1.3% | -24.9% | +23.6% | +2.5% |
| 6M | +2.2% | -19.7% | +21.9% | +4.3% |
| YTD | +11.7% | -17.2% | +28.9% | +13.7% |
| 1Y | +14.3% | -9.4% | +23.7% | +15.5% |
| All | +14.3% | -9.1% | +23.4% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling