+95.2%
TJX vs ALLE
+11.9%
+83.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.2% |
| 7D | -4.0% | -2.2% | -1.8% | -3.2% |
| 30D | -20.3% | -8.3% | -12.0% | -18.0% |
| 3M | -23.3% | +16.3% | -39.5% | -27.7% |
| 6M | -19.7% | +1.8% | -21.5% | -20.8% |
| YTD | -17.1% | -3.9% | -13.2% | -17.0% |
| 1Y | -8.8% | -10.0% | +1.2% | -6.5% |
| 3Y | +43.4% | +45.8% | -2.4% | +17.4% |
| 5Y | +95.2% | +13.3% | +81.9% | +76.1% |
| All | +95.2% | +11.9% | +83.3% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling