+43,572.8%
TJX vs AEM
+3,461.2%
+40,111.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -4.6% | -2.1% | -2.5% | -4.6% |
| 30D | -17.2% | +8.4% | -25.6% | -17.2% |
| 3M | -24.9% | +27.3% | -52.2% | -25.1% |
| 6M | -19.7% | -9.7% | -10.0% | -19.6% |
| YTD | -17.2% | +19.0% | -36.2% | -17.4% |
| 1Y | -9.4% | +31.5% | -40.9% | -9.7% |
| 3Y | +43.1% | +338.7% | -295.6% | +41.3% |
| 5Y | +96.7% | +307.4% | -210.7% | +94.2% |
| 10Y | +287.7% | +370.9% | -83.1% | +281.9% |
| All | +43,572.8% | +3,461.2% | +40,111.6% | +48,300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling