+43.2%
TJX vs ADP
+13.6%
+29.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | -4.0% | -5.7% | +1.7% | -2.6% |
| 30D | -20.3% | -3.1% | -17.2% | -19.7% |
| 3M | -23.3% | +15.6% | -38.9% | -26.1% |
| 6M | -19.7% | +20.8% | -40.5% | -23.4% |
| YTD | -17.1% | +4.7% | -21.9% | -16.9% |
| 1Y | -8.8% | -8.3% | -0.5% | -3.8% |
| All | +43.2% | +13.6% | +29.6% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling