+553.6%
SCHD vs TJX
+961.8%
-408.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.0% | -4.6% | +2.6% | -0.2% |
| 30D | -0.4% | -17.2% | +16.8% | +6.7% |
| 3M | +5.7% | -24.9% | +30.6% | +17.3% |
| 6M | +11.9% | -19.7% | +31.5% | +20.7% |
| YTD | +26.4% | -17.2% | +43.6% | +34.6% |
| 1Y | +27.6% | -9.4% | +37.0% | +31.1% |
| 3Y | +54.9% | +43.1% | +11.9% | +32.6% |
| 5Y | +60.9% | +96.7% | -35.8% | +19.5% |
| 10Y | +243.4% | +287.7% | -44.3% | +93.3% |
| All | +553.6% | +961.8% | -408.2% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling