+97.2%
TJX vs AKAM
-5.1%
+102.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.0% |
| 3M | -24.9% | -19.4% | -5.5% | -23.4% |
| 6M | -19.7% | +0.3% | -20.0% | -21.5% |
| YTD | -17.2% | +22.4% | -39.6% | -22.5% |
| 1Y | -9.4% | +34.8% | -44.3% | -17.0% |
| 3Y | +43.1% | +1.9% | +41.1% | +35.2% |
| All | +97.2% | -5.1% | +102.3% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling