+43.1%
TJX vs APA
+12.4%
+30.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.3% |
| 7D | -4.6% | +4.6% | -9.2% | -4.6% |
| 30D | -17.2% | +11.9% | -29.1% | -17.3% |
| 3M | -24.9% | +22.5% | -47.4% | -25.2% |
| 6M | -19.7% | +37.5% | -57.2% | -20.6% |
| YTD | -17.2% | +87.2% | -104.4% | -19.3% |
| 1Y | -9.4% | +101.4% | -110.9% | -12.2% |
| 3Y | +43.1% | +16.9% | +26.2% | +39.2% |
| All | +43.1% | +12.4% | +30.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling