+46.6%
TJX vs ACGL
+29.4%
+17.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.8% |
| 7D | -3.3% | -2.9% | -0.3% | -2.5% |
| 30D | -19.9% | -2.8% | -17.0% | -19.3% |
| 3M | -19.0% | +6.8% | -25.9% | -20.3% |
| 6M | -18.6% | -1.5% | -17.0% | -18.4% |
| YTD | -15.3% | -0.2% | -15.1% | -15.5% |
| 1Y | -7.3% | +5.3% | -12.6% | -8.8% |
| 3Y | +46.6% | +30.3% | +16.3% | +36.7% |
| All | +46.6% | +29.4% | +17.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling