+43.3%
XLP vs TJX
+111.5%
-68.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -0.5% | -5.7% | +5.2% | +1.0% |
| 30D | +8.3% | -3.9% | +12.2% | +9.5% |
| 3M | +8.7% | -12.1% | +20.8% | +12.4% |
| 6M | +11.2% | -7.8% | +19.0% | +13.3% |
| YTD | +20.0% | -10.4% | +30.3% | +23.1% |
| 1Y | +21.3% | -5.5% | +26.9% | +22.8% |
| 3Y | +43.8% | +55.0% | -11.1% | +28.4% |
| 5Y | +43.3% | +114.2% | -70.9% | +19.0% |
| All | +43.3% | +111.5% | -68.2% | +19.0% |
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 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