+20.7%
XLK vs TJX
+4.8%
+15.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +1.0% |
| 7D | -7.6% | +4.6% | -12.2% | -6.8% |
| 30D | -12.2% | +7.7% | -19.9% | -11.1% |
| 3M | -5.5% | -7.8% | +2.4% | -7.5% |
| 6M | +9.2% | -5.8% | +15.0% | +7.0% |
| YTD | +23.0% | -4.9% | +27.9% | +22.3% |
| 1Y | +20.7% | +3.2% | +17.6% | +20.6% |
| All | +20.7% | +4.8% | +15.9% | +20.6% |
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