+43.1%
TJX vs JAAA
+19.0%
+24.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -17.2% | +0.5% | -17.7% | -17.8% |
| 3M | -24.9% | +1.3% | -26.2% | -26.2% |
| 6M | -19.7% | +2.8% | -22.4% | -22.7% |
| YTD | -17.2% | +3.3% | -20.5% | -20.8% |
| 1Y | -9.4% | +4.9% | -14.4% | -15.2% |
| 3Y | +43.1% | +19.0% | +24.1% | +35.7% |
| All | +43.1% | +19.0% | +24.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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