+2,340.2%
TJX vs ACM
+252.1%
+2,088.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.4% |
| 7D | -0.3% | +5.6% | -6.0% | -2.1% |
| 30D | -5.6% | +20.8% | -26.4% | -11.2% |
| 3M | -12.3% | +11.4% | -23.7% | -15.7% |
| 6M | -7.7% | +0.9% | -8.6% | -9.0% |
| YTD | -11.4% | -24.8% | +13.4% | -5.0% |
| 1Y | -7.0% | -46.4% | +39.4% | +11.0% |
| 3Y | +53.3% | -9.2% | +62.5% | +50.9% |
| 5Y | +109.9% | +5.0% | +104.9% | +95.4% |
| 10Y | +310.0% | +130.6% | +179.4% | +186.7% |
| All | +2,340.2% | +252.1% | +2,088.1% | +1,229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling