+97.3%
TJX vs APA
+169.7%
-72.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -4.4% | +0.8% | -5.2% | -4.4% |
| 30D | -18.6% | +9.6% | -28.2% | -19.1% |
| 3M | -24.4% | +18.0% | -42.4% | -25.4% |
| 6M | -20.2% | +41.9% | -62.1% | -22.9% |
| YTD | -16.9% | +86.3% | -103.3% | -21.7% |
| 1Y | -8.5% | +97.9% | -106.4% | -14.5% |
| 3Y | +43.7% | +12.8% | +30.9% | +40.4% |
| 5Y | +97.3% | +177.2% | -79.9% | +66.5% |
| All | +97.3% | +169.7% | -72.4% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling