+384.5%
ALAB vs TJX
+32.2%
+352.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.4% |
| 7D | +9.6% | -4.0% | +13.6% | +10.3% |
| 30D | -5.3% | -20.3% | +15.1% | -2.3% |
| 3M | -12.0% | -23.3% | +11.2% | -8.1% |
| 6M | +145.7% | -19.7% | +165.5% | +150.2% |
| YTD | +80.7% | -17.1% | +97.8% | +81.1% |
| 1Y | +40.1% | -8.8% | +48.9% | +32.2% |
| All | +384.5% | +32.2% | +352.3% | +298.4% |
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 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