-23.1%
ACN vs TJX
-9.1%
-14.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | -1.5% | -4.6% | +3.1% | +0.2% |
| 30D | +2.1% | -17.2% | +19.3% | +8.8% |
| 3M | +11.1% | -24.9% | +36.0% | +21.7% |
| 6M | -6.8% | -19.7% | +12.8% | -0.3% |
| YTD | -30.0% | -17.2% | -12.8% | -25.7% |
| 1Y | -23.1% | -9.4% | -13.7% | -20.2% |
| All | -23.1% | -9.1% | -14.0% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling