+439.8%
TJX vs ALLY
+124.8%
+314.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.2% | +3.7% | -5.9% | -3.3% |
| 30D | -17.1% | -2.3% | -14.9% | -16.6% |
| 3M | -16.5% | +3.8% | -20.3% | -17.7% |
| 6M | -17.8% | +9.7% | -27.5% | -20.6% |
| YTD | -13.2% | -1.4% | -11.8% | -13.7% |
| 1Y | -5.2% | +8.2% | -13.4% | -8.8% |
| 3Y | +48.2% | +66.5% | -18.2% | +18.2% |
| 5Y | +99.8% | +1.2% | +98.6% | +81.9% |
| 10Y | +291.1% | +191.4% | +99.7% | +126.0% |
| All | +439.8% | +124.8% | +314.9% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling