+91.3%
ABBV vs TJX
+42.7%
+48.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +0.3% | -4.6% | +4.8% | +1.4% |
| 30D | +3.4% | -17.2% | +20.5% | +8.1% |
| 3M | +15.2% | -24.9% | +40.1% | +23.2% |
| 6M | +14.7% | -19.7% | +34.3% | +20.4% |
| YTD | +15.2% | -17.2% | +32.4% | +19.8% |
| 1Y | +20.4% | -9.4% | +29.8% | +22.1% |
| 3Y | +91.3% | +43.1% | +48.3% | +72.8% |
| All | +91.3% | +42.7% | +48.6% | +72.8% |
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 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