+46,630.9%
TJX vs ADP
+12,480.3%
+34,150.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.5% |
| 7D | -0.3% | +2.2% | -2.5% | -1.4% |
| 30D | -5.6% | +10.6% | -16.2% | -10.0% |
| 3M | -12.3% | +12.9% | -25.2% | -17.5% |
| 6M | -7.7% | +50.6% | -58.3% | -24.7% |
| YTD | -11.4% | +23.2% | -34.6% | -21.3% |
| 1Y | -7.0% | +25.3% | -32.3% | -18.1% |
| 3Y | +53.3% | +47.1% | +6.1% | +23.7% |
| 5Y | +109.9% | +50.1% | +59.9% | +64.8% |
| 10Y | +310.0% | +323.6% | -13.7% | +93.5% |
| All | +46,630.9% | +12,480.3% | +34,150.6% | +3,679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling