-8.5%
TJX vs ABCL
+145.5%
-154.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +0.1% |
| 7D | -4.4% | -9.6% | +5.2% | -4.7% |
| 30D | -18.6% | +7.2% | -25.7% | -18.3% |
| 3M | -24.4% | +105.5% | -129.9% | -22.9% |
| 6M | -20.2% | +193.0% | -213.2% | -19.0% |
| YTD | -16.9% | +205.8% | -222.8% | -15.7% |
| 1Y | -8.5% | +144.4% | -152.9% | -7.2% |
| All | -8.5% | +145.5% | -154.0% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling