+527.5%
APP vs TJX
+110.9%
+416.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.6% |
| 7D | +4.6% | -0.3% | +4.9% | +4.8% |
| 30D | +56.0% | -5.6% | +61.6% | +59.6% |
| 3M | +30.8% | -12.3% | +43.2% | +39.6% |
| 6M | -9.8% | -7.7% | -2.1% | -8.4% |
| YTD | -39.3% | -11.4% | -27.9% | -37.5% |
| 1Y | -26.4% | -7.0% | -19.4% | -27.3% |
| 3Y | +887.9% | +53.3% | +834.7% | +550.7% |
| 5Y | +264.1% | +109.9% | +154.2% | +83.7% |
| All | +527.5% | +110.9% | +416.5% | +225.8% |
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