+192.9%
XOM vs TJX
+287.7%
-94.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.1% | -4.6% | +8.7% | +5.9% |
| 30D | +4.6% | -17.2% | +21.7% | +12.2% |
| 3M | +14.0% | -24.9% | +38.9% | +26.6% |
| 6M | +11.0% | -19.7% | +30.6% | +19.3% |
| YTD | +40.7% | -17.2% | +57.9% | +49.1% |
| 1Y | +52.3% | -9.4% | +61.7% | +55.2% |
| 3Y | +60.5% | +43.1% | +17.4% | +32.1% |
| 5Y | +266.4% | +96.7% | +169.7% | +153.6% |
| All | +192.9% | +287.7% | -94.8% | +56.9% |
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