+321.4%
TJX vs ACGL
+322.9%
-1.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.5% | -1.2% | -0.3% | -1.0% |
| 30D | -3.6% | +12.8% | -16.3% | -8.8% |
| 3M | -10.3% | +12.3% | -22.6% | -15.1% |
| 6M | -8.6% | +15.8% | -24.4% | -15.0% |
| YTD | -10.3% | +13.9% | -24.2% | -16.3% |
| 1Y | -6.4% | +19.0% | -25.5% | -14.5% |
| 3Y | +55.0% | +33.7% | +21.3% | +29.7% |
| 5Y | +112.4% | +173.4% | -61.0% | +16.1% |
| All | +321.4% | +322.9% | -1.5% | +98.0% |
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