+5,474.9%
TJX vs ATI
+1,049.8%
+4,425.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.9% |
| 7D | -4.4% | -2.7% | -1.7% | -3.9% |
| 30D | -18.6% | -13.5% | -5.1% | -16.4% |
| 3M | -24.4% | +8.5% | -32.9% | -25.9% |
| 6M | -20.2% | +25.2% | -45.4% | -24.3% |
| YTD | -16.9% | +73.4% | -90.3% | -25.9% |
| 1Y | -8.5% | +160.5% | -169.0% | -24.7% |
| 3Y | +43.7% | +347.3% | -303.6% | +3.3% |
| 5Y | +97.3% | +1,049.0% | -951.6% | +15.0% |
| 10Y | +289.0% | +1,131.4% | -842.5% | +100.3% |
| All | +5,474.9% | +1,049.8% | +4,425.1% | +1,911.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling