+89.7%
AXP vs TJX
+112.3%
-22.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +5.0% | -1.3% | +6.3% | +5.5% |
| 3M | -4.2% | -13.5% | +9.3% | +3.0% |
| 6M | +2.9% | -10.1% | +13.1% | +7.6% |
| YTD | -11.6% | -10.0% | -1.5% | -8.1% |
| 1Y | -11.1% | -5.5% | -5.5% | -10.3% |
| 3Y | +116.7% | +55.5% | +61.2% | +61.3% |
| All | +89.7% | +112.3% | -22.6% | +13.7% |
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