+451.1%
TJX vs ALLY
+98.8%
+352.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | -12.3% | -13.3% | +1.0% | -8.5% |
| 6M | -7.7% | -6.7% | -1.0% | -6.2% |
| YTD | -11.4% | -12.8% | +1.4% | -8.5% |
| 1Y | -7.0% | +0.7% | -7.7% | -8.4% |
| 3Y | +53.3% | +65.2% | -11.9% | +22.3% |
| 5Y | +109.9% | -10.1% | +120.1% | +98.8% |
| 10Y | +310.0% | +177.0% | +133.0% | +142.2% |
| All | +451.1% | +98.8% | +352.3% | +243.3% |
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