+95.2%
TJX vs ALLY
-1.1%
+96.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -4.0% | -1.9% | -2.0% | -3.6% |
| 30D | -20.3% | -4.5% | -15.9% | -19.6% |
| 3M | -23.3% | -2.8% | -20.4% | -23.0% |
| 6M | -19.7% | +10.3% | -30.1% | -21.6% |
| YTD | -17.1% | -5.7% | -11.4% | -16.6% |
| 1Y | -8.8% | +3.9% | -12.7% | -10.3% |
| 3Y | +43.4% | +64.7% | -21.3% | +22.5% |
| 5Y | +95.2% | -2.6% | +97.8% | +91.1% |
| All | +95.2% | -1.1% | +96.3% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling