+283.6%
TJX vs AWK
+132.0%
+151.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -4.6% | -2.1% | -2.4% | -3.9% |
| 30D | -17.2% | +2.1% | -19.2% | -17.8% |
| 3M | -24.9% | +11.4% | -36.3% | -27.9% |
| 6M | -19.7% | +3.9% | -23.6% | -21.1% |
| YTD | -17.2% | +7.7% | -24.9% | -19.9% |
| 1Y | -9.4% | +1.3% | -10.7% | -10.6% |
| 3Y | +43.1% | +7.2% | +35.9% | +35.2% |
| 5Y | +96.7% | -17.0% | +113.7% | +104.4% |
| All | +283.6% | +132.0% | +151.6% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling