+46,630.9%
TJX vs ALK
+760.3%
+45,870.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -0.3% | -1.2% | +0.8% | -0.1% |
| 30D | -5.6% | +7.7% | -13.3% | -7.5% |
| 3M | -12.3% | -19.0% | +6.7% | -8.1% |
| 6M | -7.7% | -0.2% | -7.5% | -9.2% |
| YTD | -11.4% | -23.5% | +12.1% | -8.3% |
| 1Y | -7.0% | -9.1% | +2.1% | -8.1% |
| 3Y | +53.3% | +12.0% | +41.2% | +35.9% |
| 5Y | +109.9% | -30.9% | +140.8% | +106.9% |
| 10Y | +310.0% | -45.6% | +355.5% | +296.7% |
| All | +46,630.9% | +760.3% | +45,870.6% | +16,019.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling