+97.2%
TJX vs ALC
-20.7%
+117.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.6% | -6.3% | +1.8% | -2.9% |
| 30D | -17.2% | -10.3% | -6.9% | -14.7% |
| 3M | -24.9% | -0.7% | -24.2% | -24.9% |
| 6M | -19.7% | -17.8% | -1.8% | -15.7% |
| YTD | -17.2% | -15.8% | -1.4% | -13.9% |
| 1Y | -9.4% | -16.7% | +7.3% | -5.7% |
| 3Y | +43.1% | -19.7% | +62.8% | +46.6% |
| All | +97.2% | -20.7% | +117.9% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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