+97.3%
TJX vs ADM
+67.3%
+30.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -4.4% | +3.0% | -7.4% | -4.7% |
| 30D | -18.6% | +8.7% | -27.3% | -19.4% |
| 3M | -24.4% | +7.6% | -32.0% | -25.1% |
| 6M | -20.2% | +26.9% | -47.1% | -23.0% |
| YTD | -16.9% | +54.3% | -71.2% | -22.3% |
| 1Y | -8.5% | +45.7% | -54.2% | -13.8% |
| 3Y | +43.7% | +21.9% | +21.8% | +39.2% |
| 5Y | +97.3% | +67.2% | +30.2% | +70.4% |
| All | +97.3% | +67.3% | +30.1% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling