+5,857.6%
TJX vs AU
+755.5%
+5,102.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.6% | -4.3% | -0.3% | -4.4% |
| 30D | -17.2% | +7.3% | -24.5% | -17.5% |
| 3M | -24.9% | +26.3% | -51.2% | -25.7% |
| 6M | -19.7% | +1.8% | -21.4% | -20.0% |
| YTD | -17.2% | +26.8% | -44.0% | -18.5% |
| 1Y | -9.4% | +66.7% | -76.1% | -12.0% |
| 3Y | +43.1% | +579.1% | -536.0% | +30.1% |
| 5Y | +96.7% | +689.3% | -592.6% | +76.1% |
| 10Y | +287.7% | +686.6% | -398.9% | +237.1% |
| All | +5,857.6% | +755.5% | +5,102.1% | +5,207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling