+101.7%
TJX vs AFRM
-25.2%
+126.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -4.4% | -8.5% | +4.1% | -3.8% |
| 30D | -18.6% | -11.4% | -7.2% | -18.0% |
| 3M | -24.4% | +8.2% | -32.6% | -25.0% |
| 6M | -20.2% | +36.6% | -56.9% | -22.4% |
| YTD | -16.9% | -8.7% | -8.3% | -17.1% |
| 1Y | -8.5% | -19.9% | +11.4% | -8.3% |
| 3Y | +43.7% | +202.6% | -158.8% | +24.0% |
| 5Y | +97.3% | -45.0% | +142.4% | +70.1% |
| All | +101.7% | -25.2% | +126.9% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AFRM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling