+6.2%
ABNB vs TJX
+95.5%
-89.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -6.5% | -4.6% | -1.9% | -3.3% |
| 30D | -5.5% | -17.2% | +11.7% | +7.8% |
| 3M | +30.0% | -24.9% | +54.9% | +58.6% |
| 6M | +27.6% | -19.7% | +47.3% | +47.3% |
| YTD | +25.4% | -17.2% | +42.6% | +41.0% |
| 1Y | +38.3% | -9.4% | +47.7% | +44.7% |
| 3Y | +15.5% | +43.1% | -27.6% | -18.3% |
| All | +6.2% | +95.5% | -89.3% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling