-8.5%
TJX vs AR
+22.8%
-31.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.4% | -1.3% | -3.1% | -4.5% |
| 30D | -18.6% | +3.5% | -22.1% | -18.3% |
| 3M | -24.4% | +9.9% | -34.3% | -23.7% |
| 6M | -20.2% | +4.5% | -24.8% | -20.0% |
| YTD | -16.9% | +13.7% | -30.6% | -16.4% |
| 1Y | -8.5% | +19.2% | -27.7% | -7.8% |
| All | -8.5% | +22.8% | -31.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling