+283.6%
TJX vs AJG
+473.1%
-189.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -4.6% | -8.3% | +3.7% | -0.6% |
| 30D | -17.2% | -5.7% | -11.5% | -15.0% |
| 3M | -24.9% | +9.1% | -34.0% | -28.5% |
| 6M | -19.7% | +15.2% | -34.9% | -26.0% |
| YTD | -17.2% | -6.3% | -10.9% | -16.0% |
| 1Y | -9.4% | -19.1% | +9.7% | -1.2% |
| 3Y | +43.1% | +8.2% | +34.8% | +28.5% |
| 5Y | +96.7% | +75.6% | +21.1% | +28.8% |
| All | +283.6% | +473.1% | -189.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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