+33.9%
TJX vs UMAC
+473.8%
-439.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | -0.3% |
| 7D | -4.6% | -3.4% | -1.2% | -4.6% |
| 30D | -17.2% | -15.1% | -2.1% | -17.1% |
| 3M | -24.9% | -10.8% | -14.1% | -24.9% |
| 6M | -19.7% | +15.7% | -35.3% | -19.9% |
| YTD | -17.2% | +80.1% | -97.3% | -17.8% |
| 1Y | -9.4% | +116.7% | -126.1% | -10.5% |
| All | +33.9% | +473.8% | -439.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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