-64.8%
AAL vs TJX
+287.7%
-352.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.5% |
| 7D | -0.9% | -4.6% | +3.7% | +2.8% |
| 30D | -12.9% | -17.2% | +4.3% | +0.8% |
| 3M | -11.2% | -24.9% | +13.7% | +10.5% |
| 6M | +17.8% | -19.7% | +37.5% | +38.9% |
| YTD | -15.1% | -17.2% | +2.1% | -2.5% |
| 1Y | +0.5% | -9.4% | +9.9% | +7.1% |
| 3Y | -7.7% | +43.1% | -50.7% | -32.4% |
| 5Y | -31.3% | +96.7% | -128.1% | -61.3% |
| All | -64.8% | +287.7% | -352.5% | -86.5% |
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 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