+20.3%
SGOV vs TJX
+158.5%
-138.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -4.6% | +4.6% | +0.1% |
| 30D | +0.3% | -17.2% | +17.5% | +0.3% |
| 3M | +0.9% | -24.9% | +25.8% | +0.9% |
| 6M | +1.8% | -19.7% | +21.5% | +1.8% |
| YTD | +2.5% | -17.2% | +19.7% | +2.5% |
| 1Y | +3.8% | -9.4% | +13.2% | +3.8% |
| 3Y | +14.4% | +43.1% | -28.7% | +14.4% |
| 5Y | +20.2% | +96.7% | -76.5% | +20.2% |
| All | +20.3% | +158.5% | -138.2% | +20.2% |
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