+352.5%
APH vs TJX
+94.1%
+258.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +1.6% | -4.0% | +5.6% | +3.3% |
| 30D | -3.0% | -20.3% | +17.3% | +6.3% |
| 3M | +5.7% | -23.3% | +29.0% | +17.2% |
| 6M | +20.0% | -19.7% | +39.7% | +30.2% |
| YTD | +20.8% | -17.1% | +37.9% | +28.9% |
| 1Y | +40.2% | -8.8% | +49.0% | +42.3% |
| 3Y | +288.1% | +43.4% | +244.7% | +212.1% |
| 5Y | +352.5% | +95.2% | +257.3% | +209.9% |
| All | +352.5% | +94.1% | +258.4% | +209.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling