+110.7%
TJX vs AFRM
-20.4%
+131.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | -2.2% | -7.0% | +4.7% | -1.8% |
| 30D | -17.1% | -7.8% | -9.3% | -16.8% |
| 3M | -16.5% | +5.3% | -21.8% | -17.0% |
| 6M | -17.8% | +42.6% | -60.5% | -20.3% |
| YTD | -13.2% | -2.8% | -10.4% | -13.8% |
| 1Y | -5.2% | -19.3% | +14.1% | -5.0% |
| 3Y | +48.2% | +231.0% | -182.7% | +27.0% |
| 5Y | +99.8% | -22.2% | +122.0% | +70.6% |
| All | +110.7% | -20.4% | +131.1% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling