+102.4%
XLP vs TJX
+288.1%
-185.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -2.9% | -4.0% | +1.1% | -1.8% |
| 30D | -2.2% | -20.3% | +18.1% | +4.0% |
| 3M | -0.6% | -23.3% | +22.7% | +6.8% |
| 6M | -2.2% | -19.7% | +17.6% | +3.7% |
| YTD | +8.3% | -17.1% | +25.4% | +13.6% |
| 1Y | +5.7% | -8.8% | +14.5% | +8.0% |
| 3Y | +25.7% | +43.4% | -17.7% | +13.0% |
| 5Y | +31.3% | +95.2% | -63.9% | +7.2% |
| All | +102.4% | +288.1% | -185.7% | +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 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