+199.6%
ARM vs TJX
+51.4%
+148.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.2% |
| 7D | +9.1% | -0.3% | +9.4% | +9.3% |
| 30D | -19.9% | -5.6% | -14.4% | -18.2% |
| 3M | -31.6% | -12.3% | -19.3% | -28.5% |
| 6M | -13.9% | -7.7% | -6.2% | -14.0% |
| YTD | +74.3% | -11.4% | +85.7% | +78.0% |
| 1Y | +35.8% | -7.0% | +42.8% | +34.0% |
| 3Y | +268.6% | +53.3% | +215.3% | +159.2% |
| All | +199.6% | +51.4% | +148.2% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling