+97.3%
TJX vs AG
+64.4%
+33.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.4% |
| 7D | -4.4% | -5.8% | +1.4% | -4.2% |
| 30D | -18.6% | +6.4% | -24.9% | -18.8% |
| 3M | -24.4% | +28.4% | -52.7% | -25.2% |
| 6M | -20.2% | -24.5% | +4.2% | -19.6% |
| YTD | -16.9% | +21.2% | -38.1% | -18.5% |
| 1Y | -8.5% | +114.1% | -122.6% | -13.4% |
| 3Y | +43.7% | +268.0% | -224.3% | +28.4% |
| 5Y | +97.3% | +67.3% | +30.0% | +83.0% |
| All | +97.3% | +64.4% | +33.0% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling