-5.8%
SLB vs TJX
+287.7%
-293.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -2.5% | -4.6% | +2.1% | -0.1% |
| 30D | +7.1% | -17.2% | +24.3% | +18.1% |
| 3M | +0.6% | -24.9% | +25.5% | +16.5% |
| 6M | +17.6% | -19.7% | +37.3% | +30.7% |
| YTD | +48.5% | -17.2% | +65.7% | +61.8% |
| 1Y | +59.4% | -9.4% | +68.8% | +64.8% |
| 3Y | -0.4% | +43.1% | -43.4% | -22.2% |
| 5Y | +133.8% | +96.7% | +37.1% | +45.2% |
| All | -5.8% | +287.7% | -293.5% | -55.7% |
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