+283.6%
TJX vs AGG
+14.2%
+269.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.2% |
| 30D | -17.2% | -1.1% | -16.0% | -16.8% |
| 3M | -24.9% | -1.9% | -23.0% | -24.4% |
| 6M | -19.7% | -1.7% | -18.0% | -19.2% |
| YTD | -17.2% | -1.3% | -15.9% | -16.8% |
| 1Y | -9.4% | -0.7% | -8.7% | -9.2% |
| 3Y | +43.1% | +12.5% | +30.6% | +38.5% |
| 5Y | +96.7% | -2.5% | +99.2% | +87.9% |
| All | +283.6% | +14.2% | +269.4% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling