+2,993.7%
SHOP vs TJX
+287.7%
+2,705.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -11.2% | -4.6% | -6.6% | -8.5% |
| 30D | -14.4% | -17.2% | +2.8% | -4.0% |
| 3M | +16.6% | -24.9% | +41.5% | +38.9% |
| 6M | -0.6% | -19.7% | +19.1% | +13.2% |
| YTD | -20.0% | -17.2% | -2.8% | -11.0% |
| 1Y | -11.2% | -9.4% | -1.8% | -7.0% |
| 3Y | +99.5% | +43.1% | +56.4% | +60.3% |
| 5Y | -13.2% | +96.7% | -109.9% | -40.6% |
| All | +2,993.7% | +287.7% | +2,705.9% | +1,512.4% |
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