+284.9%
TJX vs ALB
+84.6%
+200.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.7% |
| 7D | -4.4% | -7.6% | +3.2% | -3.2% |
| 30D | -18.6% | -5.6% | -13.0% | -18.0% |
| 3M | -24.4% | -16.8% | -7.5% | -22.4% |
| 6M | -20.2% | -26.3% | +6.1% | -17.5% |
| YTD | -16.9% | -13.2% | -3.7% | -17.4% |
| 1Y | -8.5% | +68.8% | -77.3% | -20.7% |
| 3Y | +43.7% | -30.7% | +74.4% | +41.3% |
| 5Y | +97.3% | -46.3% | +143.6% | +95.2% |
| All | +284.9% | +84.6% | +200.2% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling