+569.3%
XLP vs TJX
+5,316.5%
-4,747.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +2.5% | -0.3% | +2.9% | +2.6% |
| 30D | +7.3% | -5.6% | +12.9% | +8.7% |
| 3M | +8.1% | -12.3% | +20.4% | +11.3% |
| 6M | +10.5% | -7.7% | +18.2% | +12.3% |
| YTD | +21.2% | -11.4% | +32.6% | +24.2% |
| 1Y | +22.7% | -7.0% | +29.8% | +24.4% |
| 3Y | +44.8% | +53.3% | -8.5% | +30.6% |
| 5Y | +44.7% | +109.9% | -65.2% | +20.3% |
| 10Y | +139.1% | +310.0% | -170.9% | +66.5% |
| All | +569.3% | +5,316.5% | -4,747.2% | +162.2% |
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