-13.9%
ARM vs TJX
-9.0%
-4.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.8% |
| 7D | +9.1% | -0.3% | +9.4% | +9.1% |
| 30D | -19.9% | -5.6% | -14.4% | -20.1% |
| 3M | -31.6% | -12.3% | -19.3% | -36.2% |
| 6M | -13.9% | -7.7% | -6.2% | -14.5% |
| All | -13.9% | -9.0% | -4.8% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling