+44,577.8%
TJX vs AA
+309.2%
+44,268.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -3.1% |
| 7D | -3.3% | +1.7% | -4.9% | -3.6% |
| 30D | -19.9% | +3.3% | -23.2% | -20.6% |
| 3M | -19.0% | -29.4% | +10.4% | -14.0% |
| 6M | -18.6% | -12.8% | -5.8% | -18.1% |
| YTD | -15.3% | -2.1% | -13.2% | -17.5% |
| 1Y | -7.3% | +62.8% | -70.1% | -19.9% |
| 3Y | +46.6% | +90.5% | -43.9% | +15.0% |
| 5Y | +98.5% | +19.1% | +79.4% | +58.5% |
| 10Y | +289.1% | +124.8% | +164.3% | +125.1% |
| All | +44,577.8% | +309.2% | +44,268.6% | +14,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling