+316.4%
ARM vs TJX
+41.5%
+274.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +5.0% | -4.6% | +9.6% | +6.9% |
| 30D | -2.6% | -17.2% | +14.6% | +4.9% |
| 3M | -22.6% | -24.9% | +2.3% | -13.0% |
| 6M | +120.5% | -19.7% | +140.1% | +137.4% |
| YTD | +142.2% | -17.2% | +159.4% | +155.7% |
| 1Y | +71.2% | -9.4% | +80.6% | +68.8% |
| All | +316.4% | +41.5% | +274.9% | +221.4% |
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