-9.4%
TJX vs ALNY
-47.6%
+38.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.6% | -6.5% | +2.0% | -4.3% |
| 30D | -17.2% | +11.0% | -28.2% | -17.5% |
| 3M | -24.9% | -14.1% | -10.8% | -24.3% |
| 6M | -19.7% | -22.4% | +2.7% | -19.0% |
| YTD | -17.2% | -37.5% | +20.3% | -18.3% |
| 1Y | -9.4% | -46.9% | +37.5% | -12.3% |
| All | -9.4% | -47.6% | +38.1% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling