+396.9%
APP vs TJX
+97.1%
+299.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.2% |
| 7D | +1.1% | -4.6% | +5.6% | +4.0% |
| 30D | +6.6% | -17.2% | +23.8% | +19.4% |
| 3M | -32.3% | -24.9% | -7.4% | -19.8% |
| 6M | -29.8% | -19.7% | -10.1% | -21.2% |
| YTD | -51.9% | -17.2% | -34.7% | -47.8% |
| 1Y | -43.3% | -9.4% | -33.9% | -42.9% |
| 3Y | +664.1% | +43.1% | +621.0% | +432.6% |
| 5Y | +318.7% | +96.7% | +222.0% | +123.1% |
| All | +396.9% | +97.1% | +299.8% | +172.4% |
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