+171.1%
TJX vs ALC
+24.0%
+147.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.8% |
| 7D | -2.2% | -2.1% | -0.2% | -1.4% |
| 30D | -17.1% | -0.1% | -17.0% | -17.3% |
| 3M | -16.5% | +5.9% | -22.4% | -18.8% |
| 6M | -17.8% | -15.9% | -1.9% | -12.3% |
| YTD | -13.2% | -10.1% | -3.1% | -10.5% |
| 1Y | -5.2% | -10.2% | +5.0% | -2.5% |
| 3Y | +48.2% | -13.6% | +61.8% | +48.5% |
| 5Y | +99.8% | -15.1% | +114.9% | +98.3% |
| All | +171.1% | +24.0% | +147.1% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling