+46.3%
XLU vs TJX
+42.7%
+3.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -4.6% | +3.0% | -0.6% |
| 30D | -3.3% | -17.2% | +13.9% | +0.8% |
| 3M | -3.2% | -24.9% | +21.7% | +3.2% |
| 6M | -7.0% | -19.7% | +12.7% | -2.6% |
| YTD | +0.6% | -17.2% | +17.8% | +4.3% |
| 1Y | +2.4% | -9.4% | +11.9% | +3.2% |
| 3Y | +46.3% | +43.1% | +3.2% | +24.3% |
| All | +46.3% | +42.7% | +3.6% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling