+420.7%
TJX vs ALLE
+336.8%
+83.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.3% | +25.9% | -27.2% | -11.4% |
| 3M | -13.5% | +14.9% | -28.4% | -19.2% |
| 6M | -10.1% | +42.1% | -52.3% | -24.5% |
| YTD | -10.0% | +20.4% | -30.4% | -19.0% |
| 1Y | -5.5% | +14.9% | -20.4% | -13.1% |
| 3Y | +55.5% | +90.1% | -34.6% | +7.9% |
| 5Y | +112.6% | +53.0% | +59.7% | +61.2% |
| 10Y | +316.3% | +208.8% | +107.4% | +131.2% |
| All | +420.7% | +336.8% | +83.9% | +158.4% |
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