+400.2%
TJX vs ARMK
+357.2%
+43.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.9% |
| 7D | -3.3% | +1.7% | -5.0% | -3.8% |
| 30D | -19.9% | +3.1% | -23.0% | -20.9% |
| 3M | -19.0% | +9.2% | -28.3% | -21.7% |
| 6M | -18.6% | +43.7% | -62.2% | -28.5% |
| YTD | -15.3% | +57.4% | -72.7% | -28.2% |
| 1Y | -7.3% | +51.9% | -59.2% | -20.7% |
| 3Y | +46.6% | +125.4% | -78.8% | +6.4% |
| 5Y | +98.5% | +149.1% | -50.6% | +36.3% |
| 10Y | +289.1% | +135.4% | +153.6% | +161.2% |
| All | +400.2% | +357.2% | +43.0% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling