+45,672.9%
TJX vs ALK
+839.9%
+44,833.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -2.2% | -0.7% | -1.6% | -2.1% |
| 30D | -17.1% | -19.2% | +2.1% | -12.8% |
| 3M | -16.5% | -1.5% | -15.0% | -17.0% |
| 6M | -17.8% | -13.1% | -4.8% | -16.6% |
| YTD | -13.2% | -16.4% | +3.2% | -11.7% |
| 1Y | -5.2% | -33.1% | +27.9% | +1.2% |
| 3Y | +48.2% | +0.6% | +47.6% | +35.7% |
| 5Y | +99.8% | -26.4% | +126.2% | +94.5% |
| 10Y | +291.1% | -34.2% | +325.3% | +262.8% |
| All | +45,672.9% | +839.9% | +44,833.0% | +15,416.4% |
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