+97.2%
TJX vs AZO
+85.8%
+11.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -3.6% | -1.0% | -3.5% |
| 30D | -17.2% | -5.6% | -11.6% | -15.7% |
| 3M | -24.9% | -6.6% | -18.3% | -23.4% |
| 6M | -19.7% | -22.5% | +2.8% | -13.5% |
| YTD | -17.2% | -15.2% | -2.0% | -13.8% |
| 1Y | -9.4% | -33.9% | +24.5% | +2.4% |
| 3Y | +43.1% | +11.8% | +31.3% | +32.8% |
| All | +97.2% | +85.8% | +11.4% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling