-9.4%
TJX vs ALLY
+5.0%
-14.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -3.8% | -0.8% | -4.1% |
| 30D | -17.2% | -4.9% | -12.2% | -16.7% |
| 3M | -24.9% | -2.6% | -22.3% | -24.8% |
| 6M | -19.7% | +15.7% | -35.4% | -20.7% |
| YTD | -17.2% | -5.2% | -12.0% | -17.4% |
| 1Y | -9.4% | +2.8% | -12.2% | -12.2% |
| All | -9.4% | +5.0% | -14.5% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling