-40.4%
ACN vs TJX
+42.7%
-83.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | -1.5% | -4.6% | +3.1% | +0.5% |
| 30D | +2.1% | -17.2% | +19.3% | +10.5% |
| 3M | +11.1% | -24.9% | +36.0% | +25.4% |
| 6M | -6.8% | -19.7% | +12.8% | +1.8% |
| YTD | -30.0% | -17.2% | -12.8% | -24.7% |
| 1Y | -23.1% | -9.4% | -13.7% | -20.8% |
| 3Y | -40.4% | +43.1% | -83.5% | -50.1% |
| All | -40.4% | +42.7% | -83.1% | -50.1% |
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