+114.2%
TJX vs ALK
-28.7%
+142.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | -5.7% | +2.6% | -8.3% | -6.2% |
| 30D | -3.9% | +7.8% | -11.7% | -5.4% |
| 3M | -12.1% | -15.2% | +3.1% | -9.7% |
| 6M | -7.8% | +5.0% | -12.8% | -9.9% |
| YTD | -10.4% | -18.4% | +8.1% | -9.1% |
| 1Y | -5.5% | -2.4% | -3.1% | -8.0% |
| 3Y | +55.0% | +19.8% | +35.2% | +31.5% |
| 5Y | +114.2% | -27.8% | +142.0% | +115.0% |
| All | +114.2% | -28.7% | +142.9% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling