+412.8%
TJX vs ALLE
+342.5%
+70.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -0.3% | +3.6% | -3.9% | -1.9% |
| 30D | -5.6% | +25.9% | -31.5% | -15.2% |
| 3M | -12.3% | +15.8% | -28.1% | -18.4% |
| 6M | -7.7% | +48.1% | -55.8% | -24.0% |
| YTD | -11.4% | +22.0% | -33.4% | -20.7% |
| 1Y | -7.0% | +18.0% | -25.1% | -15.6% |
| 3Y | +53.3% | +93.1% | -39.8% | +5.5% |
| 5Y | +109.9% | +52.1% | +57.8% | +59.8% |
| 10Y | +310.0% | +212.0% | +98.0% | +126.6% |
| All | +412.8% | +342.5% | +70.3% | +152.9% |
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