+34.9%
TJX vs AS
+104.6%
-69.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -4.4% | -3.9% | -0.5% | -3.9% |
| 30D | -18.6% | -19.0% | +0.5% | -16.6% |
| 3M | -24.4% | -18.8% | -5.6% | -22.6% |
| 6M | -20.2% | -21.0% | +0.7% | -18.3% |
| YTD | -16.9% | -26.6% | +9.7% | -14.5% |
| 1Y | -8.5% | -25.3% | +16.8% | -6.1% |
| All | +34.9% | +104.6% | -69.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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