+887.9%
APP vs TJX
+53.4%
+834.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.1% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | +56.0% | -5.6% | +61.6% | +56.6% |
| 3M | +30.8% | -12.3% | +43.2% | +33.4% |
| 6M | -9.8% | -7.7% | -2.1% | -10.3% |
| YTD | -39.3% | -11.4% | -27.9% | -39.1% |
| 1Y | -26.4% | -7.0% | -19.4% | -28.5% |
| 3Y | +887.9% | +53.3% | +834.7% | +607.0% |
| All | +887.9% | +53.4% | +834.6% | +607.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling