+774.7%
XLK vs TJX
+289.6%
+485.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.6% | -4.6% | +3.0% | +0.4% |
| 30D | -3.0% | -17.2% | +14.2% | +4.9% |
| 3M | -0.2% | -25.0% | +24.8% | +12.2% |
| 6M | +35.0% | -18.4% | +53.5% | +45.6% |
| YTD | +28.3% | -17.2% | +45.5% | +37.0% |
| 1Y | +36.8% | -8.6% | +45.3% | +39.1% |
| 3Y | +118.3% | +40.0% | +78.3% | +81.4% |
| 5Y | +144.5% | +94.9% | +49.6% | +72.3% |
| 10Y | +774.7% | +290.7% | +483.9% | +370.9% |
| All | +774.7% | +289.6% | +485.0% | +370.9% |
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