+283.6%
TJX vs AFL
+303.3%
-19.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -4.6% | -1.6% | -2.9% | -3.7% |
| 30D | -17.2% | -4.0% | -13.1% | -15.3% |
| 3M | -24.9% | -0.5% | -24.4% | -24.8% |
| 6M | -19.7% | +6.5% | -26.2% | -22.5% |
| YTD | -17.2% | +6.2% | -23.4% | -20.2% |
| 1Y | -9.4% | +8.3% | -17.7% | -13.7% |
| 3Y | +43.1% | +62.5% | -19.5% | +6.3% |
| 5Y | +96.7% | +136.2% | -39.5% | +16.1% |
| All | +283.6% | +303.3% | -19.6% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling