+33,601.2%
TJX vs AEIS
+2,610.7%
+30,990.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -4.0% | +6.5% | -10.4% | -4.7% |
| 30D | -20.3% | -9.2% | -11.2% | -19.5% |
| 3M | -23.3% | -8.3% | -14.9% | -23.4% |
| 6M | -19.7% | -6.3% | -13.4% | -20.6% |
| YTD | -17.1% | +36.5% | -53.6% | -22.3% |
| 1Y | -8.8% | +84.8% | -93.6% | -18.3% |
| 3Y | +43.4% | +176.6% | -133.2% | +19.4% |
| 5Y | +95.2% | +237.1% | -141.9% | +56.8% |
| 10Y | +288.1% | +554.7% | -266.6% | +176.5% |
| All | +33,601.2% | +2,610.7% | +30,990.5% | +16,353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 all: compounded portfolio wealth divided by compounded AEIS 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…
all analysis · Full analysis span regression · 6 months rolling