+508.9%
XLP vs TJX
+5,205.4%
-4,696.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -2.2% | +1.2% | -0.5% |
| 30D | -0.9% | -17.1% | +16.3% | +3.4% |
| 3M | +3.8% | -16.5% | +20.3% | +8.0% |
| 6M | -1.7% | -17.8% | +16.1% | +2.5% |
| YTD | +10.3% | -13.2% | +23.5% | +13.6% |
| 1Y | +7.8% | -5.2% | +13.0% | +8.8% |
| 3Y | +27.2% | +48.2% | -21.0% | +15.7% |
| 5Y | +32.5% | +99.8% | -67.3% | +11.4% |
| 10Y | +101.8% | +291.1% | -189.3% | +42.0% |
| All | +508.9% | +5,205.4% | -4,696.5% | +139.9% |
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