+283.6%
TJX vs ARMK
+146.1%
+137.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.4% |
| 7D | -4.6% | +3.1% | -7.7% | -5.6% |
| 30D | -17.2% | -2.8% | -14.4% | -16.4% |
| 3M | -24.9% | +7.6% | -32.5% | -27.0% |
| 6M | -19.7% | +47.9% | -67.6% | -30.1% |
| YTD | -17.2% | +60.0% | -77.2% | -30.2% |
| 1Y | -9.4% | +52.2% | -61.7% | -22.5% |
| 3Y | +43.1% | +131.4% | -88.3% | +2.9% |
| 5Y | +96.7% | +163.2% | -66.5% | +32.4% |
| All | +283.6% | +146.1% | +137.6% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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