+43.1%
TJX vs ACI
-44.0%
+87.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -0.6% |
| 7D | -4.6% | -3.7% | -0.8% | -4.3% |
| 30D | -17.2% | +0.6% | -17.7% | -17.2% |
| 3M | -24.9% | -20.3% | -4.6% | -23.8% |
| 6M | -19.7% | -24.7% | +5.0% | -18.3% |
| YTD | -17.2% | -27.2% | +10.0% | -15.6% |
| 1Y | -9.4% | -32.7% | +23.3% | -7.2% |
| 3Y | +43.1% | -43.9% | +87.0% | +49.6% |
| All | +43.1% | -44.0% | +87.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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