+121.9%
TJX vs ABCL
-81.2%
+203.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -0.3% | -3.3% | +2.9% | -0.2% |
| 30D | -5.6% | -7.1% | +1.5% | -5.5% |
| 3M | -12.3% | +4.7% | -17.1% | -12.7% |
| 6M | -7.7% | +140.9% | -148.6% | -11.6% |
| YTD | -11.4% | +236.0% | -247.4% | -16.8% |
| 1Y | -7.0% | +217.4% | -224.4% | -12.6% |
| 3Y | +53.3% | +188.7% | -135.4% | +40.8% |
| 5Y | +109.9% | -23.5% | +133.4% | +100.5% |
| All | +121.9% | -81.2% | +203.0% | +116.0% |
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