+29.1%
XLV vs TJX
-1.0%
+30.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.5% |
| 7D | +0.5% | -2.0% | +2.5% | +0.9% |
| 30D | +10.7% | +1.1% | +9.5% | +10.5% |
| 3M | +13.1% | -13.1% | +26.1% | +16.1% |
| 6M | +28.3% | -10.0% | +38.3% | +30.1% |
| YTD | +20.9% | -8.9% | +29.9% | +22.3% |
| 1Y | +29.1% | -2.4% | +31.4% | +26.3% |
| All | +29.1% | -1.0% | +30.1% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling