+22,452.8%
TJX vs ALB
+2,911.7%
+19,541.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.0% |
| 7D | -3.3% | -4.4% | +1.1% | -2.4% |
| 30D | -19.9% | -1.2% | -18.7% | -19.8% |
| 3M | -19.0% | -13.3% | -5.7% | -17.1% |
| 6M | -18.6% | -19.8% | +1.2% | -16.3% |
| YTD | -15.3% | -7.9% | -7.4% | -16.7% |
| 1Y | -7.3% | +60.2% | -67.5% | -21.3% |
| 3Y | +46.6% | -26.4% | +73.0% | +38.4% |
| 5Y | +98.5% | -42.5% | +141.0% | +89.2% |
| 10Y | +289.1% | +83.0% | +206.1% | +147.1% |
| All | +22,452.8% | +2,911.7% | +19,541.1% | +6,061.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling