+96.9%
TJX vs ALHC
-30.4%
+127.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.0% |
| 7D | -4.0% | -4.1% | +0.2% | -3.7% |
| 30D | -20.3% | -5.4% | -14.9% | -20.1% |
| 3M | -23.3% | -32.1% | +8.9% | -21.8% |
| 6M | -19.7% | -28.5% | +8.8% | -18.9% |
| YTD | -17.1% | -34.0% | +16.9% | -16.0% |
| 1Y | -8.8% | -20.9% | +12.1% | -8.8% |
| 3Y | +43.4% | +151.5% | -108.2% | +27.1% |
| All | +96.9% | -30.4% | +127.3% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling