-9.4%
TJX vs ARMK
+54.5%
-64.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.4% |
| 7D | -4.6% | +3.1% | -7.7% | -4.7% |
| 30D | -17.2% | -2.8% | -14.4% | -17.1% |
| 3M | -24.9% | +7.6% | -32.5% | -25.1% |
| 6M | -19.7% | +47.9% | -67.6% | -22.2% |
| YTD | -17.2% | +60.0% | -77.2% | -21.0% |
| 1Y | -9.4% | +52.2% | -61.7% | -12.9% |
| All | -9.4% | +54.5% | -64.0% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling