+283.6%
TJX vs ADM
+177.9%
+105.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.6% | +2.5% | -7.1% | -5.3% |
| 30D | -17.2% | +9.5% | -26.6% | -19.6% |
| 3M | -24.9% | +10.6% | -35.5% | -27.6% |
| 6M | -19.7% | +24.0% | -43.7% | -25.8% |
| YTD | -17.2% | +54.0% | -71.2% | -29.2% |
| 1Y | -9.4% | +45.3% | -54.7% | -21.4% |
| 3Y | +43.1% | +21.8% | +21.3% | +29.2% |
| 5Y | +96.7% | +66.8% | +29.9% | +44.0% |
| All | +283.6% | +177.9% | +105.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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