+416.0%
AAOI vs TJX
+287.7%
+128.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.2% | -4.6% | +4.4% | +2.0% |
| 30D | -23.7% | -17.2% | -6.5% | -16.7% |
| 3M | -39.0% | -24.9% | -14.1% | -30.8% |
| 6M | -17.0% | -19.7% | +2.6% | -10.6% |
| YTD | +202.2% | -17.2% | +219.4% | +218.9% |
| 1Y | +292.4% | -9.4% | +301.8% | +293.5% |
| 3Y | +804.4% | +43.1% | +761.3% | +618.9% |
| 5Y | +1,318.0% | +96.7% | +1,221.3% | +842.9% |
| All | +416.0% | +287.7% | +128.2% | +141.8% |
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