-2.4%
TJX vs ADSK
-10.6%
+8.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.2% |
| 7D | -2.0% | +11.3% | -13.3% | -2.7% |
| 30D | +1.1% | +16.4% | -15.2% | +0.2% |
| 3M | -13.1% | +12.1% | -25.2% | -13.9% |
| 6M | -10.0% | +7.9% | -17.9% | -11.7% |
| YTD | -8.9% | -9.1% | +0.1% | -11.5% |
| 1Y | -2.4% | -10.6% | +8.2% | -4.8% |
| All | -2.4% | -10.6% | +8.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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