+169.4%
XLV vs TJX
+287.7%
-118.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -4.6% | +1.0% | -2.1% |
| 30D | -1.8% | -17.2% | +15.3% | +4.0% |
| 3M | +7.8% | -24.9% | +32.7% | +17.6% |
| 6M | +9.1% | -19.7% | +28.8% | +16.3% |
| YTD | +7.7% | -17.2% | +24.9% | +13.6% |
| 1Y | +20.4% | -9.4% | +29.8% | +23.3% |
| 3Y | +30.8% | +43.1% | -12.3% | +15.1% |
| 5Y | +34.6% | +96.7% | -62.1% | +5.4% |
| All | +169.4% | +287.7% | -118.4% | +67.7% |
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