+7,358.2%
SHOP vs TJX
+325.5%
+7,032.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.2% |
| 7D | -10.6% | -4.0% | -6.7% | -8.4% |
| 30D | -18.3% | -20.3% | +2.0% | -6.6% |
| 3M | +14.8% | -23.3% | +38.1% | +34.1% |
| 6M | -5.0% | -19.7% | +14.7% | +7.6% |
| YTD | -21.2% | -17.1% | -4.1% | -12.7% |
| 1Y | -11.6% | -8.8% | -2.8% | -7.9% |
| 3Y | +101.2% | +43.4% | +57.8% | +63.2% |
| 5Y | -15.7% | +95.2% | -110.9% | -41.1% |
| 10Y | +2,989.4% | +288.1% | +2,701.4% | +1,502.6% |
| All | +7,358.2% | +325.5% | +7,032.8% | +4,155.2% |
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 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