+97.3%
TJX vs ARMK
+147.8%
-50.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | -18.6% | -5.9% | -12.6% | -17.2% |
| 3M | -24.4% | +6.7% | -31.1% | -26.0% |
| 6M | -20.2% | +42.5% | -62.8% | -28.7% |
| YTD | -16.9% | +55.1% | -72.1% | -27.9% |
| 1Y | -8.5% | +50.3% | -58.8% | -20.0% |
| 3Y | +43.7% | +122.2% | -78.5% | +6.0% |
| 5Y | +97.3% | +155.2% | -57.8% | +34.6% |
| All | +97.3% | +147.8% | -50.5% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling