+102.4%
XLP vs TJX
+289.0%
-186.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.5% | -4.4% | +1.8% | -1.3% |
| 30D | -1.9% | -18.6% | +16.7% | +3.8% |
| 3M | -2.1% | -24.4% | +22.2% | +5.6% |
| 6M | -1.8% | -20.2% | +18.4% | +4.2% |
| YTD | +8.3% | -16.9% | +25.2% | +13.6% |
| 1Y | +6.8% | -8.5% | +15.3% | +9.0% |
| 3Y | +25.7% | +43.7% | -18.0% | +12.9% |
| 5Y | +31.9% | +97.3% | -65.4% | +7.4% |
| All | +102.4% | +289.0% | -186.5% | +35.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling