+108.3%
TJX vs ACM
+1.1%
+107.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -0.3% | +5.6% | -6.0% | -1.9% |
| 30D | -5.6% | +20.8% | -26.4% | -10.4% |
| 3M | -12.3% | +11.4% | -23.7% | -15.2% |
| 6M | -7.7% | +0.9% | -8.6% | -8.6% |
| YTD | -11.4% | -24.8% | +13.4% | -5.1% |
| 1Y | -7.0% | -46.4% | +39.4% | +12.7% |
| 3Y | +53.3% | -9.2% | +62.5% | +42.9% |
| All | +108.3% | +1.1% | +107.3% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling