+379.2%
TJX vs ALLE
+252.2%
+127.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | -4.6% | -2.4% | -2.2% | -3.5% |
| 30D | -17.2% | -7.7% | -9.5% | -14.2% |
| 3M | -24.9% | +15.2% | -40.1% | -30.3% |
| 6M | -19.7% | +5.4% | -25.1% | -22.5% |
| YTD | -17.2% | -2.9% | -14.3% | -17.5% |
| 1Y | -9.4% | -12.8% | +3.3% | -5.2% |
| 3Y | +43.1% | +47.2% | -4.1% | +12.0% |
| 5Y | +96.7% | +13.5% | +83.2% | +72.4% |
| 10Y | +287.7% | +158.0% | +129.7% | +135.1% |
| All | +379.2% | +252.2% | +127.0% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling