+283.6%
TJX vs ADP
+286.3%
-2.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -4.6% | -2.8% | -1.8% | -3.2% |
| 30D | -17.2% | +0.2% | -17.4% | -17.4% |
| 3M | -24.9% | +20.5% | -45.4% | -32.1% |
| 6M | -19.7% | +28.8% | -48.4% | -30.5% |
| YTD | -17.2% | +6.6% | -23.8% | -21.1% |
| 1Y | -9.4% | -6.9% | -2.5% | -7.1% |
| 3Y | +43.1% | +16.1% | +26.9% | +27.6% |
| 5Y | +96.7% | +49.3% | +47.4% | +47.6% |
| All | +283.6% | +286.3% | -2.6% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling