+46.6%
TJX vs AXON
+134.7%
-88.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.3% |
| 7D | -3.3% | -2.5% | -0.8% | -3.2% |
| 30D | -19.9% | -11.5% | -8.4% | -19.6% |
| 3M | -19.0% | +7.3% | -26.3% | -19.5% |
| 6M | -18.6% | -11.9% | -6.6% | -18.6% |
| YTD | -15.3% | -11.0% | -4.3% | -15.3% |
| 1Y | -7.3% | -31.8% | +24.4% | -6.1% |
| 3Y | +46.6% | +135.4% | -88.8% | +28.7% |
| All | +46.6% | +134.7% | -88.1% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling