-43.3%
APP vs TJX
-9.1%
-34.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +2.9% |
| 7D | +1.1% | -4.6% | +5.6% | -0.9% |
| 30D | +6.6% | -17.2% | +23.8% | -1.7% |
| 3M | -32.3% | -24.9% | -7.4% | -40.5% |
| 6M | -29.8% | -19.7% | -10.1% | -36.2% |
| YTD | -51.9% | -17.2% | -34.7% | -52.9% |
| 1Y | -43.3% | -9.4% | -33.9% | -42.0% |
| All | -43.3% | -9.1% | -34.2% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling