+43.5%
TJX vs ATI
+341.5%
-298.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.6% |
| 7D | -4.4% | -2.7% | -1.7% | -4.1% |
| 30D | -18.6% | -13.5% | -5.1% | -17.4% |
| 3M | -24.4% | +8.5% | -32.9% | -25.1% |
| 6M | -20.2% | +25.2% | -45.4% | -22.6% |
| YTD | -16.9% | +73.4% | -90.3% | -22.1% |
| 1Y | -8.5% | +160.5% | -169.0% | -18.1% |
| All | +43.5% | +341.5% | -298.0% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling