+97.3%
TJX vs AXON
+161.3%
-63.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -4.4% | -11.0% | +6.7% | -3.3% |
| 30D | -18.6% | -24.7% | +6.2% | -16.4% |
| 3M | -24.4% | +7.0% | -31.3% | -25.5% |
| 6M | -20.2% | -9.6% | -10.6% | -20.4% |
| YTD | -16.9% | -15.7% | -1.3% | -16.8% |
| 1Y | -8.5% | -35.9% | +27.4% | -5.4% |
| 3Y | +43.7% | +123.0% | -79.3% | +13.3% |
| 5Y | +97.3% | +166.3% | -69.0% | +35.3% |
| All | +97.3% | +161.3% | -63.9% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling