+0.2%
AXP vs TJX
-8.3%
+8.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -2.8% | -4.4% | +1.6% | -2.0% |
| 30D | -5.9% | -18.6% | +12.7% | -2.3% |
| 3M | +2.6% | -24.4% | +27.0% | +8.3% |
| 6M | +6.4% | -20.2% | +26.7% | +10.6% |
| YTD | -12.6% | -16.9% | +4.3% | -10.5% |
| 1Y | +0.2% | -8.5% | +8.8% | -2.1% |
| All | +0.2% | -8.3% | +8.6% | -2.1% |
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