+5,818.6%
TJX vs A
+434.5%
+5,384.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.9% |
| 7D | -4.0% | -4.4% | +0.4% | -3.1% |
| 30D | -20.3% | -2.7% | -17.7% | -20.0% |
| 3M | -23.3% | +7.0% | -30.3% | -24.6% |
| 6M | -19.7% | +24.6% | -44.4% | -23.9% |
| YTD | -17.1% | +7.0% | -24.2% | -19.1% |
| 1Y | -8.8% | +15.6% | -24.4% | -12.6% |
| 3Y | +43.4% | +29.9% | +13.5% | +31.8% |
| 5Y | +95.2% | -15.4% | +110.6% | +94.6% |
| 10Y | +288.1% | +248.9% | +39.2% | +191.0% |
| All | +5,818.6% | +434.5% | +5,384.1% | +3,416.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling