+97.2%
TJX vs ATI
+1,029.4%
-932.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -5.6% | +1.1% | -3.9% |
| 30D | -17.2% | -13.7% | -3.4% | -15.6% |
| 3M | -24.9% | -0.4% | -24.5% | -25.1% |
| 6M | -19.7% | +26.2% | -45.9% | -22.8% |
| YTD | -17.2% | +73.2% | -90.4% | -24.0% |
| 1Y | -9.4% | +161.6% | -171.0% | -21.8% |
| 3Y | +43.1% | +346.2% | -303.1% | +10.1% |
| All | +97.2% | +1,029.4% | -932.2% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling