+15.5%
ABNB vs TJX
+42.7%
-27.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -6.5% | -4.6% | -1.9% | -4.2% |
| 30D | -5.5% | -17.2% | +11.7% | +3.5% |
| 3M | +30.0% | -24.9% | +54.9% | +49.1% |
| 6M | +27.6% | -19.7% | +47.3% | +40.8% |
| YTD | +25.4% | -17.2% | +42.6% | +35.9% |
| 1Y | +38.3% | -9.4% | +47.7% | +41.9% |
| 3Y | +15.5% | +43.1% | -27.6% | -12.7% |
| All | +15.5% | +42.7% | -27.2% | -12.7% |
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