+1,939.1%
TJX vs AWK
+966.9%
+972.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -4.0% | +0.6% | -4.6% | -4.2% |
| 30D | -20.3% | +4.3% | -24.6% | -21.6% |
| 3M | -23.3% | +12.5% | -35.8% | -26.6% |
| 6M | -19.7% | +3.3% | -23.0% | -21.0% |
| YTD | -17.1% | +9.8% | -26.9% | -20.4% |
| 1Y | -8.8% | +2.9% | -11.7% | -10.6% |
| 3Y | +43.4% | +9.6% | +33.8% | +34.4% |
| 5Y | +95.2% | -16.7% | +111.9% | +101.3% |
| 10Y | +288.1% | +136.1% | +152.0% | +162.8% |
| All | +1,939.1% | +966.9% | +972.3% | +617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling