+3,507.1%
TJX vs AGI
+5,269.5%
-1,762.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -4.4% | -5.3% | +0.9% | -4.3% |
| 30D | -18.6% | +6.8% | -25.3% | -18.7% |
| 3M | -24.4% | +8.3% | -32.7% | -24.5% |
| 6M | -20.2% | -29.2% | +9.0% | -19.8% |
| YTD | -16.9% | -7.3% | -9.7% | -17.0% |
| 1Y | -8.5% | +8.0% | -16.5% | -9.0% |
| 3Y | +43.7% | +206.6% | -162.8% | +39.6% |
| 5Y | +97.3% | +398.1% | -300.8% | +89.6% |
| 10Y | +289.0% | +384.0% | -95.0% | +270.7% |
| All | +3,507.1% | +5,269.5% | -1,762.5% | +2,867.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling