+86.1%
ARM vs TJX
-4.4%
+90.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.5% | -2.2% | +7.7% | +5.1% |
| 30D | -8.2% | -17.1% | +9.0% | -10.8% |
| 3M | -35.9% | -16.5% | -19.5% | -37.2% |
| 6M | +103.1% | -17.8% | +120.9% | +94.1% |
| YTD | +130.6% | -13.2% | +143.8% | +126.9% |
| 1Y | +86.1% | -5.2% | +91.3% | +98.2% |
| All | +86.1% | -4.4% | +90.5% | +98.2% |
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