-26.3%
APH vs TJX
-4.4%
-21.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.4% | -46.4% | -47.6% |
| 7D | -48.7% | -1.6% | -47.1% | -48.6% |
| 30D | -51.9% | -17.1% | -34.8% | -52.3% |
| 3M | -43.6% | -16.5% | -27.1% | -43.8% |
| 6M | -37.5% | -17.8% | -19.7% | -39.1% |
| YTD | -38.6% | -13.2% | -25.4% | -38.1% |
| 1Y | -26.3% | -5.2% | -21.1% | -23.1% |
| All | -26.3% | -4.4% | -21.9% | -23.1% |
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