+465.4%
AXP vs TJX
+287.7%
+177.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -0.5% | -4.6% | +4.1% | +2.6% |
| 30D | -5.6% | -17.2% | +11.5% | +6.3% |
| 3M | +2.2% | -24.9% | +27.1% | +22.1% |
| 6M | +6.7% | -19.7% | +26.4% | +21.3% |
| YTD | -11.5% | -17.2% | +5.7% | -1.8% |
| 1Y | -0.4% | -9.4% | +9.1% | +4.0% |
| 3Y | +113.0% | +43.1% | +69.9% | +61.5% |
| 5Y | +117.4% | +96.7% | +20.7% | +29.5% |
| All | +465.4% | +287.7% | +177.6% | +139.3% |
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