+30.4%
ANET vs TJX
-9.1%
+39.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.5% |
| 7D | +3.0% | -4.6% | +7.6% | +1.0% |
| 30D | -5.2% | -17.2% | +12.0% | -12.5% |
| 3M | +27.6% | -24.9% | +52.5% | +15.1% |
| 6M | +44.4% | -19.7% | +64.1% | +31.2% |
| YTD | +52.3% | -17.2% | +69.5% | +43.4% |
| 1Y | +30.4% | -9.4% | +39.8% | +29.4% |
| All | +30.4% | -9.1% | +39.6% | +29.4% |
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 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