+43.2%
TJX vs ACM
-22.3%
+65.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.7% |
| 7D | -4.0% | -3.7% | -0.3% | -3.4% |
| 30D | -20.3% | -12.7% | -7.7% | -18.8% |
| 3M | -23.3% | -9.8% | -13.5% | -22.2% |
| 6M | -19.7% | -31.4% | +11.7% | -15.2% |
| YTD | -17.1% | -32.1% | +15.0% | -12.8% |
| 1Y | -8.8% | -47.8% | +39.0% | +1.1% |
| All | +43.2% | -22.3% | +65.5% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling