+95.2%
TJX vs ALK
-28.1%
+123.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.0% |
| 7D | -4.0% | -3.0% | -1.0% | -3.4% |
| 30D | -20.3% | -14.6% | -5.7% | -18.0% |
| 3M | -23.3% | -10.6% | -12.7% | -22.2% |
| 6M | -19.7% | -6.7% | -13.0% | -20.0% |
| YTD | -17.1% | -19.8% | +2.6% | -15.5% |
| 1Y | -8.8% | -35.2% | +26.4% | -3.1% |
| 3Y | +43.4% | +1.4% | +42.0% | +28.8% |
| 5Y | +95.2% | -30.7% | +125.9% | +94.6% |
| All | +95.2% | -28.1% | +123.3% | +94.6% |
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