+283.6%
TJX vs ATI
+1,154.1%
-870.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -5.6% | +1.1% | -3.4% |
| 30D | -17.2% | -13.7% | -3.4% | -14.6% |
| 3M | -24.9% | -0.4% | -24.5% | -25.2% |
| 6M | -19.7% | +26.2% | -45.9% | -24.4% |
| YTD | -17.2% | +73.2% | -90.4% | -27.4% |
| 1Y | -9.4% | +161.6% | -171.0% | -27.7% |
| 3Y | +43.1% | +346.2% | -303.1% | -3.1% |
| 5Y | +96.7% | +1,047.6% | -950.9% | +2.0% |
| All | +283.6% | +1,154.1% | -870.4% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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