+15.6%
TJX vs ADVB
-97.4%
+113.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -0.9% |
| 7D | -0.5% | -4.1% | +3.6% | -0.5% |
| 30D | -1.3% | -60.3% | +58.9% | -1.5% |
| 3M | -13.5% | -73.3% | +59.8% | -13.7% |
| 6M | -10.1% | -65.9% | +55.8% | -10.7% |
| YTD | -10.0% | -63.9% | +53.8% | -10.2% |
| 1Y | -5.5% | -74.1% | +68.6% | -5.4% |
| All | +15.6% | -97.4% | +113.0% | +20.4% |
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