+97.2%
TJX vs ADSK
-25.3%
+122.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | -2.5% | -2.1% | -4.0% |
| 30D | -17.2% | -14.9% | -2.3% | -14.3% |
| 3M | -24.9% | +3.3% | -28.2% | -26.0% |
| 6M | -19.7% | -15.7% | -4.0% | -17.4% |
| YTD | -17.2% | -28.2% | +11.0% | -11.6% |
| 1Y | -9.4% | -34.5% | +25.1% | -1.0% |
| 3Y | +43.1% | -2.9% | +46.0% | +37.0% |
| All | +97.2% | -25.3% | +122.5% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling