+124.5%
TJX vs ABCL
-81.0%
+205.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | -1.5% | +4.4% | -5.9% | -1.7% |
| 30D | -3.6% | -7.9% | +4.3% | -3.4% |
| 3M | -10.3% | +12.2% | -22.5% | -10.9% |
| 6M | -8.6% | +134.7% | -143.3% | -12.4% |
| YTD | -10.3% | +239.8% | -250.1% | -15.9% |
| 1Y | -6.4% | +192.7% | -199.1% | -11.6% |
| 3Y | +55.0% | +187.6% | -132.6% | +42.5% |
| 5Y | +112.4% | -22.6% | +135.1% | +102.9% |
| All | +124.5% | -81.0% | +205.5% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling