+138.3%
ADI vs TJX
+95.5%
+42.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +4.6% | -4.6% | +9.2% | +6.9% |
| 30D | -1.2% | -17.2% | +16.0% | +8.2% |
| 3M | -7.8% | -24.9% | +17.1% | +5.6% |
| 6M | +19.3% | -19.7% | +39.0% | +31.4% |
| YTD | +40.9% | -17.2% | +58.1% | +52.2% |
| 1Y | +54.5% | -9.4% | +63.9% | +58.1% |
| 3Y | +123.4% | +43.1% | +80.4% | +76.6% |
| All | +138.3% | +95.5% | +42.8% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling