+43,572.8%
TJX vs AJG
+11,150.2%
+32,422.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -4.6% | -8.3% | +3.7% | -1.5% |
| 30D | -17.2% | -5.7% | -11.5% | -15.5% |
| 3M | -24.9% | +9.1% | -34.0% | -27.6% |
| 6M | -19.7% | +15.2% | -34.9% | -24.5% |
| YTD | -17.2% | -6.3% | -10.9% | -16.3% |
| 1Y | -9.4% | -19.1% | +9.7% | -3.6% |
| 3Y | +43.1% | +8.2% | +34.8% | +34.4% |
| 5Y | +96.7% | +75.6% | +21.1% | +52.7% |
| 10Y | +287.7% | +471.1% | -183.4% | +97.9% |
| All | +43,572.8% | +11,150.2% | +32,422.6% | +7,539.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling