+97.2%
TJX vs AEE
+38.7%
+58.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -0.8% | -3.8% | -4.4% |
| 30D | -17.2% | -2.9% | -14.2% | -16.4% |
| 3M | -24.9% | -2.4% | -22.5% | -24.4% |
| 6M | -19.7% | -2.7% | -17.0% | -19.2% |
| YTD | -17.2% | +7.3% | -24.5% | -19.2% |
| 1Y | -9.4% | +7.5% | -17.0% | -11.7% |
| 3Y | +43.1% | +46.2% | -3.1% | +26.5% |
| All | +97.2% | +38.7% | +58.5% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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