+43.5%
TJX vs A
+28.1%
+15.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.4% |
| 7D | -4.4% | -4.6% | +0.2% | -3.9% |
| 30D | -18.6% | -4.3% | -14.3% | -18.2% |
| 3M | -24.4% | +8.9% | -33.3% | -25.3% |
| 6M | -20.2% | +24.5% | -44.8% | -22.8% |
| YTD | -16.9% | +5.8% | -22.7% | -17.9% |
| 1Y | -8.5% | +16.2% | -24.7% | -11.1% |
| All | +43.5% | +28.1% | +15.4% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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