+102.3%
TJX vs ACHR
-45.0%
+147.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.4% |
| 7D | -4.6% | -2.3% | -2.3% | -4.5% |
| 30D | -17.2% | -11.3% | -5.9% | -16.7% |
| 3M | -24.9% | +5.3% | -30.2% | -25.4% |
| 6M | -19.7% | -13.2% | -6.4% | -19.6% |
| YTD | -17.2% | -25.8% | +8.6% | -16.7% |
| 1Y | -9.4% | -34.3% | +24.9% | -8.8% |
| 3Y | +43.1% | -19.9% | +63.0% | +36.0% |
| 5Y | +96.7% | -42.7% | +139.4% | +79.0% |
| All | +102.3% | -45.0% | +147.4% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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