+103.0%
TJX vs ACHR
-46.3%
+149.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -4.4% | -5.4% | +1.0% | -4.1% |
| 30D | -18.6% | -19.7% | +1.2% | -17.8% |
| 3M | -24.4% | +7.9% | -32.3% | -24.9% |
| 6M | -20.2% | -13.8% | -6.5% | -20.2% |
| YTD | -16.9% | -27.5% | +10.6% | -16.3% |
| 1Y | -8.5% | -33.9% | +25.4% | -7.9% |
| 3Y | +43.7% | -20.0% | +63.7% | +36.5% |
| 5Y | +97.3% | -44.0% | +141.3% | +79.8% |
| All | +103.0% | -46.3% | +149.3% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling