+70.3%
XLI vs TJX
+42.7%
+27.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.7% | -4.6% | +2.9% | -0.1% |
| 30D | -7.3% | -17.2% | +9.9% | -1.5% |
| 3M | -1.3% | -24.9% | +23.6% | +8.3% |
| 6M | +2.2% | -19.7% | +21.9% | +9.0% |
| YTD | +11.7% | -17.2% | +28.9% | +17.5% |
| 1Y | +14.3% | -9.4% | +23.7% | +15.4% |
| 3Y | +70.3% | +43.1% | +27.3% | +40.0% |
| All | +70.3% | +42.7% | +27.6% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling