+45,672.9%
TJX vs ADP
+11,097.1%
+34,575.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.9% |
| 7D | -2.2% | -3.4% | +1.2% | -0.6% |
| 30D | -17.1% | +2.8% | -19.9% | -18.3% |
| 3M | -16.5% | +20.9% | -37.4% | -24.0% |
| 6M | -17.8% | +29.9% | -47.7% | -28.4% |
| YTD | -13.2% | +9.6% | -22.9% | -18.4% |
| 1Y | -5.2% | -5.3% | +0.1% | -4.6% |
| 3Y | +48.2% | +16.5% | +31.8% | +33.5% |
| 5Y | +99.8% | +49.4% | +50.4% | +57.0% |
| 10Y | +291.1% | +282.2% | +8.9% | +94.1% |
| All | +45,672.9% | +11,097.1% | +34,575.7% | +3,818.2% |
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 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