+60.5%
XOM vs TJX
+42.7%
+17.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.1% | -4.6% | +8.7% | +4.0% |
| 30D | +4.6% | -17.2% | +21.7% | +4.4% |
| 3M | +14.0% | -24.9% | +38.9% | +13.6% |
| 6M | +11.0% | -19.7% | +30.6% | +10.8% |
| YTD | +40.7% | -17.2% | +57.9% | +40.0% |
| 1Y | +52.3% | -9.4% | +61.7% | +50.0% |
| 3Y | +60.5% | +43.1% | +17.4% | +48.4% |
| All | +60.5% | +42.7% | +17.8% | +48.4% |
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