+182.9%
TJX vs ACI
+21.8%
+161.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.2% |
| 7D | -3.3% | -2.6% | -0.7% | -3.1% |
| 30D | -19.9% | +1.1% | -20.9% | -19.9% |
| 3M | -19.0% | -23.6% | +4.6% | -17.8% |
| 6M | -18.6% | -29.9% | +11.4% | -16.9% |
| YTD | -15.3% | -26.9% | +11.6% | -13.9% |
| 1Y | -7.3% | -34.2% | +26.9% | -5.2% |
| 3Y | +46.6% | -43.6% | +90.2% | +51.1% |
| 5Y | +98.5% | -42.4% | +140.9% | +102.7% |
| All | +182.9% | +21.8% | +161.1% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling