+197.1%
ABT vs TJX
+287.7%
-90.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -5.9% | -4.6% | -1.3% | -4.5% |
| 30D | -8.1% | -17.2% | +9.1% | -2.5% |
| 3M | +14.5% | -24.9% | +39.4% | +25.2% |
| 6M | -6.3% | -19.7% | +13.4% | +0.1% |
| YTD | -17.1% | -17.2% | +0.1% | -12.4% |
| 1Y | -21.4% | -9.4% | -11.9% | -19.3% |
| 3Y | +5.9% | +43.1% | -37.2% | -6.8% |
| 5Y | -12.8% | +96.7% | -109.5% | -31.7% |
| All | +197.1% | +287.7% | -90.6% | +81.4% |
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 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