-2.4%
TJX vs AUR
-10.8%
+8.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.0% | -4.3% |
| 7D | -2.0% | -8.5% | +6.5% | -2.3% |
| 30D | +1.1% | -29.9% | +31.1% | 0.0% |
| 3M | -13.1% | -39.8% | +26.7% | -14.4% |
| 6M | -10.0% | -38.3% | +28.3% | -11.5% |
| YTD | -8.9% | +4.9% | -13.9% | -10.9% |
| 1Y | -2.4% | -9.6% | +7.3% | -4.6% |
| All | -2.4% | -10.8% | +8.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling