+97.3%
TJX vs ALM
+856.4%
-759.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.4% |
| 7D | -4.4% | -7.1% | +2.8% | -4.3% |
| 30D | -18.6% | +24.7% | -43.3% | -18.9% |
| 3M | -24.4% | +8.3% | -32.7% | -24.6% |
| 6M | -20.2% | -22.2% | +1.9% | -20.2% |
| YTD | -16.9% | +88.1% | -105.0% | -18.7% |
| 1Y | -8.5% | +272.4% | -280.9% | -12.3% |
| 3Y | +43.7% | +2,004.1% | -1,960.4% | +29.7% |
| 5Y | +97.3% | +915.8% | -818.5% | +80.4% |
| All | +97.3% | +856.4% | -759.1% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling