+284.9%
TJX vs ALK
-37.3%
+322.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | -4.4% | -3.1% | -1.2% | -3.5% |
| 30D | -18.6% | -17.1% | -1.4% | -14.3% |
| 3M | -24.4% | -3.8% | -20.6% | -24.4% |
| 6M | -20.2% | -5.3% | -15.0% | -20.9% |
| YTD | -16.9% | -20.3% | +3.3% | -14.3% |
| 1Y | -8.5% | -36.0% | +27.5% | -0.1% |
| 3Y | +43.7% | +0.8% | +43.0% | +26.7% |
| 5Y | +97.3% | -28.5% | +125.8% | +90.6% |
| All | +284.9% | -37.3% | +322.2% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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