+2,548.7%
TJX vs ALNY
+3,976.7%
-1,428.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.6% | -6.5% | +2.0% | -4.0% |
| 30D | -17.2% | +11.0% | -28.2% | -18.0% |
| 3M | -24.9% | -14.1% | -10.8% | -24.4% |
| 6M | -19.7% | -22.4% | +2.7% | -18.4% |
| YTD | -17.2% | -37.5% | +20.3% | -14.3% |
| 1Y | -9.4% | -46.9% | +37.5% | -5.0% |
| 3Y | +43.1% | +22.1% | +21.0% | +36.3% |
| 5Y | +96.7% | +31.2% | +65.5% | +81.7% |
| 10Y | +287.7% | +256.3% | +31.4% | +201.5% |
| All | +2,548.7% | +3,976.7% | -1,428.1% | +1,363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling