+284.9%
TJX vs ALLE
+154.9%
+130.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.4% | -2.8% | -1.6% | -3.1% |
| 30D | -18.6% | -10.2% | -8.4% | -14.4% |
| 3M | -24.4% | +17.4% | -41.8% | -30.6% |
| 6M | -20.2% | +3.3% | -23.6% | -22.4% |
| YTD | -16.9% | -4.2% | -12.7% | -16.7% |
| 1Y | -8.5% | -10.5% | +2.0% | -5.3% |
| 3Y | +43.7% | +45.4% | -1.7% | +11.5% |
| 5Y | +97.3% | +11.9% | +85.4% | +73.2% |
| All | +284.9% | +154.9% | +130.0% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling