-8.8%
TJX vs ACGL
+5.7%
-14.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -4.0% | -2.1% | -1.8% | -3.4% |
| 30D | -20.3% | -2.2% | -18.2% | -19.9% |
| 3M | -23.3% | +6.3% | -29.6% | -24.3% |
| 6M | -19.7% | +0.5% | -20.3% | -19.9% |
| YTD | -17.1% | +0.2% | -17.3% | -17.2% |
| 1Y | -8.8% | +7.3% | -16.1% | -9.7% |
| All | -8.8% | +5.7% | -14.5% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling