+114.5%
AXP vs TJX
+94.1%
+20.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.2% |
| 7D | -2.5% | -4.0% | +1.5% | -0.5% |
| 30D | -5.0% | -20.3% | +15.3% | +6.7% |
| 3M | +1.4% | -23.3% | +24.6% | +15.7% |
| 6M | +6.0% | -19.7% | +25.7% | +17.6% |
| YTD | -12.3% | -17.1% | +4.8% | -4.7% |
| 1Y | +0.3% | -8.8% | +9.1% | +3.0% |
| 3Y | +111.7% | +43.4% | +68.3% | +66.2% |
| 5Y | +114.5% | +95.2% | +19.3% | +45.1% |
| All | +114.5% | +94.1% | +20.4% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling