+1,082.3%
APH vs TJX
+287.7%
+794.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +1.4% | -4.6% | +6.0% | +3.5% |
| 30D | -1.2% | -17.2% | +15.9% | +7.4% |
| 3M | +10.3% | -24.9% | +35.2% | +24.7% |
| 6M | +25.2% | -19.7% | +44.9% | +37.0% |
| YTD | +24.6% | -17.2% | +41.8% | +34.1% |
| 1Y | +41.4% | -9.4% | +50.9% | +45.3% |
| 3Y | +297.8% | +43.1% | +254.7% | +225.1% |
| 5Y | +366.0% | +96.7% | +269.3% | +221.3% |
| All | +1,082.3% | +287.7% | +794.6% | +537.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling