+1,278.0%
AAPL vs TJX
+287.7%
+990.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | +3.8% | -4.6% | +8.4% | +5.9% |
| 30D | +9.9% | -17.2% | +27.1% | +19.0% |
| 3M | +12.5% | -24.9% | +37.4% | +27.0% |
| 6M | +27.6% | -19.7% | +47.3% | +39.6% |
| YTD | +22.6% | -17.2% | +39.8% | +32.0% |
| 1Y | +45.0% | -9.4% | +54.4% | +49.7% |
| 3Y | +87.8% | +43.1% | +44.7% | +58.2% |
| 5Y | +128.7% | +96.7% | +32.0% | +65.7% |
| All | +1,278.0% | +287.7% | +990.2% | +688.1% |
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