+8.9%
TJX vs ADVB
-88.8%
+97.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -2.4% |
| 7D | -3.3% | -14.0% | +10.7% | -3.3% |
| 30D | -19.9% | +41.0% | -60.8% | -19.8% |
| 3M | -19.0% | +127.9% | -147.0% | -19.4% |
| 6M | -18.6% | +101.3% | -119.9% | -18.6% |
| YTD | -15.3% | +53.8% | -69.1% | -15.2% |
| 1Y | -7.3% | +4.4% | -11.8% | -7.0% |
| All | +8.9% | -88.8% | +97.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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