+107.5%
TJX vs ABCL
-81.9%
+189.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.1% |
| 7D | -4.0% | -2.7% | -1.2% | -3.9% |
| 30D | -20.3% | +18.3% | -38.6% | -20.9% |
| 3M | -23.3% | +108.5% | -131.8% | -25.7% |
| 6M | -19.7% | +213.9% | -233.7% | -24.1% |
| YTD | -17.1% | +223.1% | -240.2% | -22.0% |
| 1Y | -8.8% | +160.6% | -169.4% | -13.7% |
| 3Y | +43.4% | +104.3% | -60.9% | +34.5% |
| 5Y | +95.2% | -40.0% | +135.3% | +86.9% |
| All | +107.5% | -81.9% | +189.4% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling