+889.2%
XLV vs TJX
+4,962.0%
-4,072.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -4.6% | +1.0% | -2.3% |
| 30D | -1.8% | -17.2% | +15.3% | +3.2% |
| 3M | +7.8% | -24.9% | +32.7% | +16.2% |
| 6M | +9.1% | -19.7% | +28.8% | +15.3% |
| YTD | +7.7% | -17.2% | +24.9% | +12.8% |
| 1Y | +20.4% | -9.4% | +29.8% | +23.0% |
| 3Y | +30.8% | +43.1% | -12.3% | +17.6% |
| 5Y | +34.6% | +96.7% | -62.1% | +9.6% |
| 10Y | +173.4% | +287.7% | -114.4% | +80.1% |
| All | +889.2% | +4,962.0% | -4,072.8% | +226.5% |
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