+13.3%
ANET vs TJX
-1.0%
+14.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.3% | -6.6% | -11.9% |
| 7D | -13.6% | -2.0% | -11.6% | -14.1% |
| 30D | -26.1% | +1.1% | -27.2% | -25.7% |
| 3M | -19.3% | -13.1% | -6.3% | -24.0% |
| 6M | -6.5% | -10.0% | +3.5% | -10.9% |
| YTD | +21.5% | -8.9% | +30.4% | +19.5% |
| 1Y | +13.3% | -2.4% | +15.7% | +12.1% |
| All | +13.3% | -1.0% | +14.4% | +12.1% |
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