+106.6%
TJX vs ALHC
-33.8%
+140.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -4.6% | -6.9% | +2.3% | -4.2% |
| 30D | -17.2% | -6.7% | -10.4% | -16.8% |
| 3M | -24.9% | -37.7% | +12.8% | -23.2% |
| 6M | -19.7% | -30.0% | +10.3% | -18.8% |
| YTD | -17.2% | -36.2% | +19.0% | -16.0% |
| 1Y | -9.4% | -22.9% | +13.5% | -9.3% |
| 3Y | +43.1% | +138.4% | -95.3% | +30.0% |
| 5Y | +96.7% | -32.8% | +129.5% | +82.5% |
| All | +106.6% | -33.8% | +140.4% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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