+135.9%
XLU vs TJX
+287.7%
-151.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -4.6% | +3.0% | -0.2% |
| 30D | -3.3% | -17.2% | +13.9% | +2.2% |
| 3M | -3.2% | -24.9% | +21.7% | +5.2% |
| 6M | -7.0% | -19.7% | +12.7% | -1.2% |
| YTD | +0.6% | -17.2% | +17.8% | +5.8% |
| 1Y | +2.4% | -9.4% | +11.9% | +4.6% |
| 3Y | +46.3% | +43.1% | +3.2% | +28.8% |
| 5Y | +44.0% | +96.7% | -52.7% | +12.9% |
| All | +135.9% | +287.7% | -151.9% | +56.0% |
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