+651.5%
ADI vs TJX
+287.7%
+363.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +4.6% | -4.6% | +9.2% | +6.8% |
| 30D | -1.2% | -17.2% | +16.0% | +7.8% |
| 3M | -7.8% | -24.9% | +17.1% | +4.9% |
| 6M | +19.3% | -19.7% | +39.0% | +30.9% |
| YTD | +40.9% | -17.2% | +58.1% | +52.0% |
| 1Y | +54.5% | -9.4% | +63.9% | +59.0% |
| 3Y | +123.4% | +43.1% | +80.4% | +83.5% |
| 5Y | +142.3% | +96.7% | +45.6% | +68.4% |
| All | +651.5% | +287.7% | +363.8% | +319.8% |
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