+5,007.4%
TJX vs AKAM
+0.7%
+5,006.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.0% | -2.6% |
| 7D | -4.0% | +5.4% | -9.3% | -4.4% |
| 30D | -20.3% | -5.9% | -14.5% | -20.0% |
| 3M | -23.3% | -19.6% | -3.6% | -21.9% |
| 6M | -19.7% | +8.5% | -28.2% | -21.4% |
| YTD | -17.1% | +26.9% | -44.1% | -20.4% |
| 1Y | -8.8% | +41.7% | -50.5% | -13.5% |
| 3Y | +43.4% | +5.8% | +37.6% | +38.7% |
| 5Y | +95.2% | -2.3% | +97.5% | +89.4% |
| 10Y | +288.1% | +111.0% | +177.1% | +246.3% |
| All | +5,007.4% | +0.7% | +5,006.7% | +3,481.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling