+283.6%
TJX vs AXON
+1,815.8%
-1,532.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -7.0% | +2.5% | -3.6% |
| 30D | -17.2% | -20.1% | +2.9% | -14.8% |
| 3M | -24.9% | +7.4% | -32.3% | -26.5% |
| 6M | -19.7% | -7.4% | -12.3% | -20.3% |
| YTD | -17.2% | -15.6% | -1.6% | -17.3% |
| 1Y | -9.4% | -36.2% | +26.8% | -6.0% |
| 3Y | +43.1% | +124.8% | -81.8% | +14.3% |
| 5Y | +96.7% | +166.6% | -69.9% | +46.3% |
| All | +283.6% | +1,815.8% | -1,532.2% | +90.2% |
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