+50,029.0%
TJX vs ACGL
+4,960.6%
+45,068.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | +2.2% | -2.5% | -0.9% |
| 30D | -5.6% | +12.3% | -17.9% | -8.4% |
| 3M | -12.3% | +11.8% | -24.1% | -14.9% |
| 6M | -7.7% | +17.5% | -25.2% | -11.6% |
| YTD | -11.4% | +14.3% | -25.7% | -14.7% |
| 1Y | -7.0% | +18.2% | -25.2% | -11.3% |
| 3Y | +53.3% | +33.2% | +20.1% | +40.1% |
| 5Y | +109.9% | +174.3% | -64.4% | +56.9% |
| 10Y | +310.0% | +326.3% | -16.3% | +175.6% |
| All | +50,029.0% | +4,960.6% | +45,068.3% | +25,083.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling