+20,839.3%
ADBE vs TJX
+44,429.5%
-23,590.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -12.9% | -4.4% | -8.6% | -11.6% |
| 30D | -5.6% | -18.6% | +12.9% | +1.1% |
| 3M | +6.6% | -24.4% | +31.0% | +17.1% |
| 6M | -9.6% | -20.2% | +10.7% | -2.8% |
| YTD | -28.9% | -16.9% | -12.0% | -24.8% |
| 1Y | -28.9% | -8.5% | -20.4% | -27.3% |
| 3Y | -55.6% | +43.7% | -99.3% | -61.1% |
| 5Y | -62.2% | +97.3% | -159.6% | -70.4% |
| 10Y | +150.4% | +289.0% | -138.6% | +51.5% |
| All | +20,839.3% | +44,429.5% | -23,590.2% | +2,940.9% |
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