+391.7%
APP vs TJX
+106.6%
+285.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +0.9% | -2.2% | +3.1% | +2.2% |
| 30D | -23.3% | -17.1% | -6.1% | -14.2% |
| 3M | -42.6% | -16.5% | -26.2% | -36.6% |
| 6M | -33.6% | -17.8% | -15.8% | -26.4% |
| YTD | -52.4% | -13.2% | -39.2% | -49.8% |
| 1Y | -35.9% | -5.2% | -30.7% | -37.1% |
| 3Y | +642.2% | +48.2% | +594.0% | +407.4% |
| 5Y | +311.1% | +99.8% | +211.3% | +112.6% |
| All | +391.7% | +106.6% | +285.1% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling