+151.4%
ADBE vs TJX
+287.7%
-136.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -5.4% | -4.6% | -0.8% | -3.4% |
| 30D | -2.5% | -17.2% | +14.6% | +5.7% |
| 3M | +15.3% | -24.9% | +40.2% | +30.5% |
| 6M | -7.8% | -19.7% | +11.8% | +0.7% |
| YTD | -27.9% | -17.2% | -10.7% | -22.5% |
| 1Y | -28.0% | -9.4% | -18.6% | -25.7% |
| 3Y | -55.3% | +43.1% | -98.4% | -62.6% |
| 5Y | -61.7% | +96.7% | -158.4% | -72.4% |
| All | +151.4% | +287.7% | -136.3% | +42.4% |
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