+316.4%
TJX vs ALLY
+174.3%
+142.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -5.6% | +5.2% | -10.8% | -7.1% |
| 3M | -12.3% | -13.3% | +1.0% | -8.4% |
| 6M | -7.7% | -6.7% | -1.0% | -6.1% |
| YTD | -11.4% | -12.8% | +1.4% | -8.4% |
| 1Y | -7.0% | +0.7% | -7.7% | -8.5% |
| 3Y | +53.3% | +65.2% | -11.9% | +20.7% |
| 5Y | +109.9% | -10.1% | +120.1% | +99.1% |
| All | +316.4% | +174.3% | +142.2% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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