+316.4%
TJX vs APD
+191.9%
+124.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +3.8% | -4.2% | -1.8% |
| 30D | -5.6% | +8.2% | -13.8% | -8.4% |
| 3M | -12.3% | +4.3% | -16.6% | -13.8% |
| 6M | -7.7% | +4.7% | -12.4% | -9.7% |
| YTD | -11.4% | +31.5% | -42.9% | -21.6% |
| 1Y | -7.0% | +23.5% | -30.6% | -15.9% |
| 3Y | +53.3% | +29.1% | +24.2% | +30.8% |
| 5Y | +109.9% | +15.9% | +94.0% | +83.6% |
| All | +316.4% | +191.9% | +124.5% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling