+285.2%
APH vs TJX
+108.4%
+176.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.3% |
| 7D | +4.9% | -0.3% | +5.2% | +5.1% |
| 30D | -5.4% | -5.6% | +0.2% | -3.6% |
| 3M | -5.5% | -12.3% | +6.9% | -0.9% |
| 6M | +25.9% | -7.7% | +33.6% | +27.8% |
| YTD | +16.4% | -11.4% | +27.8% | +20.1% |
| 1Y | +16.5% | -7.0% | +23.5% | +17.3% |
| 3Y | +270.9% | +53.3% | +217.6% | +188.9% |
| All | +285.2% | +108.4% | +176.8% | +157.3% |
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