+283.6%
TJX vs ALM
+2,589.2%
-2,305.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.2% |
| 7D | -4.6% | -11.8% | +7.3% | -4.4% |
| 30D | -17.2% | +7.8% | -25.0% | -17.4% |
| 3M | -24.9% | -9.3% | -15.6% | -24.9% |
| 6M | -19.7% | -30.5% | +10.8% | -19.5% |
| YTD | -17.2% | +75.8% | -93.0% | -18.9% |
| 1Y | -9.4% | +241.2% | -250.6% | -12.9% |
| 3Y | +43.1% | +1,872.6% | -1,829.5% | +29.9% |
| 5Y | +96.7% | +849.6% | -752.9% | +80.7% |
| All | +283.6% | +2,589.2% | -2,305.6% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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