+315.5%
ARM vs TJX
+41.6%
+273.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.9% |
| 7D | +12.5% | -4.0% | +16.5% | +14.2% |
| 30D | -1.4% | -20.3% | +19.0% | +7.9% |
| 3M | -18.7% | -23.3% | +4.6% | -9.6% |
| 6M | +124.6% | -19.7% | +144.4% | +142.1% |
| YTD | +141.7% | -17.1% | +158.9% | +155.1% |
| 1Y | +87.7% | -8.8% | +96.5% | +84.2% |
| All | +315.5% | +41.6% | +273.9% | +220.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling