+47,190.8%
TJX vs ALK
+773.0%
+46,417.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +1.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | -3.6% | +3.3% | -6.8% | -4.6% |
| 3M | -10.3% | -17.6% | +7.3% | -6.4% |
| 6M | -8.6% | +0.8% | -9.4% | -10.4% |
| YTD | -10.3% | -22.4% | +12.0% | -7.5% |
| 1Y | -6.4% | -10.1% | +3.6% | -7.3% |
| 3Y | +55.0% | +14.0% | +41.0% | +36.9% |
| 5Y | +112.4% | -29.8% | +142.3% | +108.6% |
| 10Y | +314.9% | -44.8% | +359.6% | +300.0% |
| All | +47,190.8% | +773.0% | +46,417.8% | +16,153.9% |
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