+97.2%
TJX vs AEP
+64.8%
+32.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -0.9% | -3.6% | -4.4% |
| 30D | -17.2% | -1.1% | -16.1% | -17.0% |
| 3M | -24.9% | -3.3% | -21.6% | -24.4% |
| 6M | -19.7% | -4.6% | -15.0% | -18.9% |
| YTD | -17.2% | +9.4% | -26.6% | -19.3% |
| 1Y | -9.4% | +16.9% | -26.4% | -13.4% |
| 3Y | +43.1% | +76.6% | -33.6% | +20.8% |
| All | +97.2% | +64.8% | +32.4% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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