+44,577.8%
TJX vs ADM
+1,906.3%
+42,671.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -19.9% | +11.0% | -30.9% | -22.2% |
| 3M | -19.0% | +6.0% | -25.0% | -20.6% |
| 6M | -18.6% | +26.9% | -45.5% | -24.5% |
| YTD | -15.3% | +50.0% | -65.3% | -25.2% |
| 1Y | -7.3% | +39.6% | -46.9% | -16.8% |
| 3Y | +46.6% | +18.5% | +28.0% | +33.9% |
| 5Y | +98.5% | +62.6% | +35.9% | +62.3% |
| 10Y | +289.1% | +162.4% | +126.7% | +174.0% |
| All | +44,577.8% | +1,906.3% | +42,671.5% | +13,537.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling