+43.1%
TJX vs AEM
+339.2%
-296.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -4.6% | -2.1% | -2.5% | -4.5% |
| 30D | -17.2% | +8.4% | -25.6% | -17.4% |
| 3M | -24.9% | +27.3% | -52.2% | -25.6% |
| 6M | -19.7% | -9.7% | -10.0% | -19.1% |
| YTD | -17.2% | +19.0% | -36.2% | -18.1% |
| 1Y | -9.4% | +31.5% | -40.9% | -11.4% |
| 3Y | +43.1% | +338.7% | -295.6% | +26.7% |
| All | +43.1% | +339.2% | -296.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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