+464.5%
TJX vs AR
-27.2%
+491.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -2.2% | +2.5% | -4.7% | -2.4% |
| 30D | -17.1% | +14.8% | -31.9% | -18.0% |
| 3M | -16.5% | +6.2% | -22.7% | -16.9% |
| 6M | -17.8% | +4.3% | -22.1% | -18.3% |
| YTD | -13.2% | +14.4% | -27.6% | -14.5% |
| 1Y | -5.2% | +21.3% | -26.5% | -7.2% |
| 3Y | +48.2% | +39.8% | +8.4% | +41.6% |
| 5Y | +99.8% | +142.1% | -42.3% | +79.3% |
| 10Y | +291.1% | +52.0% | +239.1% | +219.4% |
| All | +464.5% | -27.2% | +491.8% | +377.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling