-5.2%
TJX vs ALB
+60.9%
-66.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | -0.2% |
| 7D | -2.2% | -8.1% | +5.8% | -2.5% |
| 30D | -17.1% | +6.3% | -23.4% | -16.9% |
| 3M | -16.5% | -23.6% | +7.1% | -17.1% |
| 6M | -17.8% | -24.6% | +6.8% | -18.5% |
| YTD | -13.2% | -10.3% | -2.9% | -14.3% |
| 1Y | -5.2% | +61.5% | -66.7% | -7.2% |
| All | -5.2% | +60.9% | -66.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling