+43.2%
TJX vs AR
+44.6%
-1.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -4.0% | -1.2% | -2.8% | -3.9% |
| 30D | -20.3% | +5.5% | -25.9% | -20.4% |
| 3M | -23.3% | +12.9% | -36.1% | -23.4% |
| 6M | -19.7% | +0.1% | -19.8% | -19.8% |
| YTD | -17.1% | +13.5% | -30.7% | -17.6% |
| 1Y | -8.8% | +21.6% | -30.4% | -9.7% |
| All | +43.2% | +44.6% | -1.4% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling