+43.1%
TJX vs ADM
+21.2%
+21.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | +2.5% | -7.1% | -4.7% |
| 30D | -17.2% | +9.5% | -26.6% | -17.5% |
| 3M | -24.9% | +10.6% | -35.5% | -25.2% |
| 6M | -19.7% | +24.0% | -43.7% | -20.7% |
| YTD | -17.2% | +54.0% | -71.2% | -19.7% |
| 1Y | -9.4% | +45.3% | -54.7% | -11.8% |
| 3Y | +43.1% | +21.8% | +21.3% | +41.6% |
| All | +43.1% | +21.2% | +21.9% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling