+114.2%
TJX vs ACGL
+174.9%
-60.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.7% | -1.4% | -4.4% | -5.3% |
| 30D | -3.9% | +12.4% | -16.2% | -7.2% |
| 3M | -12.1% | +11.1% | -23.2% | -14.9% |
| 6M | -7.8% | +16.3% | -24.1% | -12.1% |
| YTD | -10.4% | +13.8% | -24.2% | -14.2% |
| 1Y | -5.5% | +20.4% | -25.9% | -11.1% |
| 3Y | +55.0% | +33.6% | +21.4% | +38.6% |
| 5Y | +114.2% | +176.8% | -62.6% | +37.3% |
| All | +114.2% | +174.9% | -60.7% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling