+59.5%
SCHW vs TJX
+95.5%
-36.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -1.9% | -4.6% | +2.7% | +0.4% |
| 30D | -1.6% | -17.2% | +15.5% | +7.8% |
| 3M | +21.3% | -24.9% | +46.2% | +39.1% |
| 6M | +16.5% | -19.7% | +36.2% | +28.8% |
| YTD | +8.4% | -17.2% | +25.6% | +17.8% |
| 1Y | +15.6% | -9.4% | +25.1% | +19.4% |
| 3Y | +86.8% | +43.1% | +43.8% | +47.8% |
| All | +59.5% | +95.5% | -36.0% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling