+2,346.5%
TJX vs AG
+439.9%
+1,906.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | -3.3% | +4.5% | -7.7% | -3.5% |
| 30D | -19.9% | +12.9% | -32.7% | -20.4% |
| 3M | -19.0% | +20.9% | -40.0% | -19.9% |
| 6M | -18.6% | -19.5% | +1.0% | -18.2% |
| YTD | -15.3% | +24.8% | -40.1% | -17.0% |
| 1Y | -7.3% | +120.2% | -127.6% | -12.0% |
| 3Y | +46.6% | +279.0% | -232.4% | +33.3% |
| 5Y | +98.5% | +67.9% | +30.6% | +85.1% |
| 10Y | +289.1% | +57.5% | +231.6% | +249.8% |
| All | +2,346.5% | +439.9% | +1,906.6% | +1,409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling