+316.4%
TJX vs AXON
+1,058.0%
-741.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.5% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -5.6% | -22.8% | +17.2% | -2.6% |
| 3M | -12.3% | -48.8% | +36.4% | -4.7% |
| 6M | -7.7% | -16.3% | +8.6% | -7.5% |
| YTD | -11.4% | -44.5% | +33.1% | -6.8% |
| 1Y | -7.0% | -43.4% | +36.4% | -2.6% |
| 3Y | +53.3% | +44.3% | +9.0% | +29.4% |
| 5Y | +109.9% | +85.1% | +24.8% | +62.5% |
| All | +316.4% | +1,058.0% | -741.5% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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