+619.5%
APP vs TJX
+42.8%
+576.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.6% |
| 7D | -4.4% | -4.0% | -0.4% | -3.3% |
| 30D | -10.0% | -20.3% | +10.3% | -4.0% |
| 3M | -41.4% | -23.3% | -18.2% | -36.8% |
| 6M | -41.0% | -19.7% | -21.3% | -37.7% |
| YTD | -54.7% | -17.1% | -37.6% | -53.0% |
| 1Y | -45.3% | -8.8% | -36.6% | -47.1% |
| All | +619.5% | +42.8% | +576.7% | +405.5% |
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