+3.2%
TJX vs ACM
-46.6%
+49.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.2% | +5.1% |
| 7D | +4.6% | +9.5% | -4.9% | +4.3% |
| 30D | +7.7% | +14.7% | -7.0% | +7.2% |
| 3M | -7.8% | -9.5% | +1.7% | -7.4% |
| 6M | -5.8% | -18.0% | +12.3% | -5.4% |
| YTD | -4.9% | -27.3% | +22.4% | -5.3% |
| 1Y | +3.2% | -47.0% | +50.1% | +1.4% |
| All | +3.2% | -46.6% | +49.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling