+123.9%
SBUX vs TJX
+287.7%
-163.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -5.5% | -4.6% | -0.9% | -3.3% |
| 30D | -8.5% | -17.2% | +8.7% | +0.4% |
| 3M | -2.9% | -24.9% | +22.0% | +11.4% |
| 6M | -1.5% | -19.7% | +18.1% | +9.0% |
| YTD | +19.4% | -17.2% | +36.6% | +29.9% |
| 1Y | +22.9% | -9.4% | +32.4% | +27.7% |
| 3Y | +11.3% | +43.1% | -31.8% | -9.0% |
| 5Y | -6.9% | +96.7% | -103.6% | -36.2% |
| All | +123.9% | +287.7% | -163.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 10y: compounded portfolio wealth divided by compounded TJX 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…
10y analysis · Full analysis span regression · 6 months rolling