+1,475.9%
XLK vs TJX
+4,962.0%
-3,486.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -4.6% | +4.8% | +1.9% |
| 30D | -0.6% | -17.2% | +16.5% | +6.4% |
| 3M | +2.6% | -24.9% | +27.5% | +13.4% |
| 6M | +34.0% | -19.7% | +53.6% | +44.0% |
| YTD | +30.7% | -17.2% | +47.9% | +38.5% |
| 1Y | +39.2% | -9.4% | +48.6% | +42.3% |
| 3Y | +120.4% | +43.1% | +77.3% | +88.7% |
| 5Y | +148.8% | +96.7% | +52.1% | +87.2% |
| 10Y | +803.3% | +287.7% | +515.5% | +412.0% |
| All | +1,475.9% | +4,962.0% | -3,486.1% | +266.5% |
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 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