+17.6%
ABNB vs TJX
+107.7%
-90.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -6.5% | -4.6% | -1.9% | -3.7% |
| 30D | -5.5% | -17.2% | +11.7% | +5.8% |
| 3M | +30.0% | -24.9% | +54.9% | +54.1% |
| 6M | +27.6% | -19.7% | +47.3% | +44.5% |
| YTD | +25.4% | -17.2% | +42.6% | +38.9% |
| 1Y | +38.3% | -9.4% | +47.7% | +44.3% |
| 3Y | +15.5% | +43.1% | -27.6% | -11.9% |
| 5Y | +3.0% | +96.7% | -93.7% | -37.8% |
| All | +17.6% | +107.7% | -90.1% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling