+283.6%
TJX vs ALNY
+260.0%
+23.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.6% | -6.5% | +2.0% | -4.2% |
| 30D | -17.2% | +11.0% | -28.2% | -17.8% |
| 3M | -24.9% | -14.1% | -10.8% | -24.5% |
| 6M | -19.7% | -22.4% | +2.7% | -18.7% |
| YTD | -17.2% | -37.5% | +20.3% | -15.1% |
| 1Y | -9.4% | -46.9% | +37.5% | -6.2% |
| 3Y | +43.1% | +22.1% | +21.0% | +38.1% |
| 5Y | +96.7% | +31.2% | +65.5% | +85.7% |
| All | +283.6% | +260.0% | +23.6% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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