+25.0%
ALAB vs TJX
-9.1%
+34.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.2% |
| 7D | -6.2% | -4.6% | -1.6% | -8.6% |
| 30D | -8.7% | -17.2% | +8.5% | -18.3% |
| 3M | -20.7% | -24.9% | +4.2% | -30.5% |
| 6M | +133.5% | -19.7% | +153.2% | +102.9% |
| YTD | +75.1% | -17.2% | +92.3% | +57.5% |
| 1Y | +25.0% | -9.4% | +34.5% | +37.0% |
| All | +25.0% | -9.1% | +34.2% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling