+46.6%
TJX vs ABCL
+105.4%
-58.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -3.3% | +1.4% | -4.7% | -3.3% |
| 30D | -19.9% | +65.1% | -84.9% | -20.2% |
| 3M | -19.0% | +111.1% | -130.1% | -19.8% |
| 6M | -18.6% | +231.6% | -250.2% | -20.5% |
| YTD | -15.3% | +234.5% | -249.8% | -17.5% |
| 1Y | -7.3% | +174.3% | -181.7% | -9.7% |
| 3Y | +46.6% | +111.5% | -64.9% | +40.5% |
| All | +46.6% | +105.4% | -58.8% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling