+43,711.4%
TJX vs AON
+4,880.3%
+38,831.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -4.4% | -5.9% | +1.5% | -2.3% |
| 30D | -18.6% | -13.7% | -4.9% | -14.5% |
| 3M | -24.4% | -8.3% | -16.1% | -22.4% |
| 6M | -20.2% | -3.6% | -16.6% | -19.8% |
| YTD | -16.9% | -12.4% | -4.6% | -14.0% |
| 1Y | -8.5% | -14.6% | +6.1% | -4.6% |
| 3Y | +43.7% | -5.7% | +49.4% | +43.0% |
| 5Y | +97.3% | +9.1% | +88.2% | +84.8% |
| 10Y | +289.0% | +208.7% | +80.3% | +150.6% |
| All | +43,711.4% | +4,880.3% | +38,831.0% | +7,612.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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