-9.4%
TJX vs AG
+110.7%
-120.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.4% |
| 7D | -4.6% | -6.7% | +2.1% | -4.8% |
| 30D | -17.2% | +2.2% | -19.3% | -17.0% |
| 3M | -24.9% | +15.7% | -40.6% | -24.5% |
| 6M | -19.7% | -23.8% | +4.1% | -19.8% |
| YTD | -17.2% | +17.6% | -34.8% | -16.0% |
| 1Y | -9.4% | +88.6% | -98.1% | -7.9% |
| All | -9.4% | +110.7% | -120.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling