+32.0%
XLP vs TJX
+97.7%
-65.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | -1.4% | -3.3% | +1.8% | -0.6% |
| 30D | -1.3% | -19.9% | +18.6% | +4.5% |
| 3M | +1.8% | -19.0% | +20.9% | +7.5% |
| 6M | -0.8% | -18.6% | +17.7% | +4.4% |
| YTD | +9.5% | -15.3% | +24.8% | +14.1% |
| 1Y | +7.2% | -7.3% | +14.5% | +9.0% |
| 3Y | +27.1% | +46.6% | -19.4% | +15.3% |
| 5Y | +32.0% | +98.5% | -66.4% | +12.3% |
| All | +32.0% | +97.7% | -65.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling