+114.5%
AXP vs TJX
+46.3%
+68.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.0% |
| 7D | +0.6% | -3.3% | +3.9% | +1.9% |
| 30D | -4.3% | -19.9% | +15.5% | +4.6% |
| 3M | +4.7% | -19.0% | +23.7% | +13.7% |
| 6M | +9.0% | -18.6% | +27.5% | +17.7% |
| YTD | -11.1% | -15.3% | +4.2% | -6.2% |
| 1Y | +1.3% | -7.3% | +8.6% | +1.7% |
| 3Y | +114.5% | +46.6% | +67.9% | +73.3% |
| All | +114.5% | +46.3% | +68.2% | +73.3% |
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 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