+3.2%
TJX vs ADP
+20.3%
-17.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.6% | +4.8% |
| 7D | +4.6% | +6.4% | -1.8% | +3.8% |
| 30D | +7.7% | +16.6% | -8.9% | +6.0% |
| 3M | -7.8% | +12.9% | -20.7% | -9.0% |
| 6M | -5.8% | +45.7% | -51.4% | -8.0% |
| YTD | -4.9% | +20.6% | -25.5% | -3.1% |
| 1Y | +3.2% | +20.5% | -17.3% | +5.2% |
| All | +3.2% | +20.3% | -17.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling