+283.6%
TJX vs ACGL
+276.6%
+7.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -2.0% | -2.5% | -3.7% |
| 30D | -17.2% | -1.2% | -15.9% | -16.7% |
| 3M | -24.9% | +5.4% | -30.3% | -26.9% |
| 6M | -19.7% | +1.4% | -21.0% | -20.5% |
| YTD | -17.2% | +0.2% | -17.4% | -17.9% |
| 1Y | -9.4% | +4.1% | -13.5% | -12.0% |
| 3Y | +43.1% | +28.2% | +14.8% | +21.0% |
| 5Y | +96.7% | +159.5% | -62.8% | +9.3% |
| All | +283.6% | +276.6% | +7.0% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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