-9.4%
TJX vs AZO
-32.5%
+23.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -3.6% | -1.0% | -3.8% |
| 30D | -17.2% | -5.6% | -11.6% | -16.1% |
| 3M | -24.9% | -6.6% | -18.3% | -23.9% |
| 6M | -19.7% | -22.5% | +2.8% | -16.6% |
| YTD | -17.2% | -15.2% | -2.0% | -15.3% |
| 1Y | -9.4% | -33.9% | +24.5% | -2.2% |
| All | -9.4% | -32.5% | +23.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling