+97.2%
TJX vs AIG
+53.2%
+44.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | -17.2% | -1.1% | -16.1% | -16.9% |
| 3M | -24.9% | +0.7% | -25.6% | -25.1% |
| 6M | -19.7% | -2.2% | -17.5% | -19.2% |
| YTD | -17.2% | -10.8% | -6.4% | -14.3% |
| 1Y | -9.4% | -2.0% | -7.4% | -9.7% |
| 3Y | +43.1% | +34.8% | +8.2% | +24.3% |
| All | +97.2% | +53.2% | +44.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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