+43,711.4%
TJX vs AFL
+18,431.1%
+25,280.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -4.4% | -3.3% | -1.1% | -3.4% |
| 30D | -18.6% | -5.0% | -13.6% | -17.3% |
| 3M | -24.4% | -1.8% | -22.6% | -24.0% |
| 6M | -20.2% | +4.8% | -25.1% | -21.5% |
| YTD | -16.9% | +5.4% | -22.4% | -18.5% |
| 1Y | -8.5% | +9.0% | -17.5% | -11.2% |
| 3Y | +43.7% | +63.0% | -19.3% | +22.2% |
| 5Y | +97.3% | +134.5% | -37.2% | +49.7% |
| 10Y | +289.0% | +298.6% | -9.6% | +150.7% |
| All | +43,711.4% | +18,431.1% | +25,280.3% | +7,430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling