+64.9%
ARM vs TJX
-8.3%
+73.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | +4.8% | -4.4% | +9.1% | +4.0% |
| 30D | -5.5% | -18.6% | +13.1% | -8.3% |
| 3M | -17.3% | -24.4% | +7.0% | -19.0% |
| 6M | +110.9% | -20.2% | +131.1% | +101.3% |
| YTD | +132.5% | -16.9% | +149.5% | +127.0% |
| 1Y | +64.9% | -8.5% | +73.4% | +74.5% |
| All | +64.9% | -8.3% | +73.2% | +74.5% |
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 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