+97.3%
TJX vs AA
+5.3%
+92.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.5% |
| 7D | -4.4% | -5.4% | +1.0% | -4.1% |
| 30D | -18.6% | -10.7% | -7.9% | -18.1% |
| 3M | -24.4% | -26.2% | +1.8% | -23.1% |
| 6M | -20.2% | -20.9% | +0.7% | -19.7% |
| YTD | -16.9% | -8.6% | -8.3% | -17.5% |
| 1Y | -8.5% | +57.4% | -65.9% | -13.3% |
| 3Y | +43.7% | +77.8% | -34.1% | +31.1% |
| 5Y | +97.3% | +2.7% | +94.6% | +82.7% |
| All | +97.3% | +5.3% | +92.0% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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