+283.6%
TJX vs AKAM
+103.9%
+179.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -4.6% | +1.5% | -6.1% | -4.8% |
| 30D | -17.2% | -13.0% | -4.1% | -15.5% |
| 3M | -24.9% | -19.4% | -5.5% | -22.8% |
| 6M | -19.7% | +0.3% | -20.0% | -21.9% |
| YTD | -17.2% | +22.4% | -39.6% | -23.3% |
| 1Y | -9.4% | +34.8% | -44.3% | -18.0% |
| 3Y | +43.1% | +1.9% | +41.1% | +34.1% |
| 5Y | +96.7% | -4.6% | +101.3% | +84.7% |
| All | +283.6% | +103.9% | +179.8% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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