+283.6%
TJX vs ACM
+134.0%
+149.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -4.6% | -4.6% | 0.0% | -2.8% |
| 30D | -17.2% | +4.1% | -21.2% | -18.7% |
| 3M | -24.9% | -8.3% | -16.6% | -23.1% |
| 6M | -19.7% | -30.1% | +10.4% | -8.9% |
| YTD | -17.2% | -32.6% | +15.4% | -5.7% |
| 1Y | -9.4% | -49.6% | +40.1% | +15.7% |
| 3Y | +43.1% | -23.0% | +66.1% | +47.8% |
| 5Y | +96.7% | +2.0% | +94.7% | +75.8% |
| All | +283.6% | +134.0% | +149.6% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling