+43.1%
TJX vs AU
+577.5%
-534.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.6% | -4.3% | -0.3% | -4.5% |
| 30D | -17.2% | +7.3% | -24.5% | -17.3% |
| 3M | -24.9% | +26.3% | -51.2% | -25.4% |
| 6M | -19.7% | +1.8% | -21.4% | -19.8% |
| YTD | -17.2% | +26.8% | -44.0% | -18.0% |
| 1Y | -9.4% | +66.7% | -76.1% | -11.3% |
| 3Y | +43.1% | +579.1% | -536.0% | +33.9% |
| All | +43.1% | +577.5% | -534.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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