+116.6%
TJX vs ALHC
-28.9%
+145.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -2.2% | -0.6% | -1.7% | -2.2% |
| 30D | -17.1% | -1.0% | -16.1% | -17.1% |
| 3M | -16.5% | -10.2% | -6.3% | -16.5% |
| 6M | -17.8% | -28.3% | +10.5% | -17.1% |
| YTD | -13.2% | -31.4% | +18.2% | -12.3% |
| 1Y | -5.2% | -16.9% | +11.7% | -5.4% |
| 3Y | +48.2% | +135.5% | -87.2% | +34.9% |
| 5Y | +99.8% | -33.6% | +133.4% | +84.2% |
| All | +116.6% | -28.9% | +145.5% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling