+41.0%
TJX vs AS
+120.4%
-79.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.5% |
| 7D | -2.2% | -4.9% | +2.6% | -1.7% |
| 30D | -17.1% | -19.6% | +2.5% | -15.1% |
| 3M | -16.5% | -14.4% | -2.1% | -15.1% |
| 6M | -17.8% | -20.1% | +2.3% | -16.1% |
| YTD | -13.2% | -20.9% | +7.7% | -11.4% |
| 1Y | -5.2% | -21.9% | +16.7% | -3.3% |
| All | +41.0% | +120.4% | -79.4% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling