+518.7%
TJX vs ALM
+8,394.4%
-7,875.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.8% | -11.2% | -2.4% |
| 7D | -3.3% | +8.4% | -11.7% | -3.3% |
| 30D | -19.9% | +34.8% | -54.7% | -19.9% |
| 3M | -19.0% | +16.2% | -35.3% | -19.1% |
| 6M | -18.6% | +2.1% | -20.7% | -18.6% |
| YTD | -15.3% | +117.0% | -132.3% | -15.5% |
| 1Y | -7.3% | +313.9% | -321.2% | -7.6% |
| 3Y | +46.6% | +2,327.9% | -2,281.4% | +45.6% |
| 5Y | +98.5% | +1,040.6% | -942.1% | +97.3% |
| 10Y | +289.1% | +3,219.4% | -2,930.4% | +286.0% |
| All | +518.7% | +8,394.4% | -7,875.6% | +512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling