+283.6%
TJX vs AGI
+392.3%
-108.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -4.6% | -2.7% | -1.9% | -4.6% |
| 30D | -17.2% | +7.2% | -24.4% | -17.3% |
| 3M | -24.9% | +4.3% | -29.2% | -25.0% |
| 6M | -19.7% | -27.1% | +7.4% | -19.3% |
| YTD | -17.2% | -6.6% | -10.6% | -17.3% |
| 1Y | -9.4% | +9.5% | -18.9% | -9.9% |
| 3Y | +43.1% | +208.4% | -165.4% | +39.8% |
| 5Y | +96.7% | +401.6% | -304.9% | +91.5% |
| All | +283.6% | +392.3% | -108.7% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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