+1.4%
SLB vs TJX
+42.8%
-41.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | -1.9% | -4.0% | +2.1% | -1.1% |
| 30D | +7.8% | -20.3% | +28.1% | +12.5% |
| 3M | +2.7% | -23.3% | +25.9% | +8.0% |
| 6M | +22.2% | -19.7% | +41.9% | +26.8% |
| YTD | +51.1% | -17.1% | +68.2% | +55.5% |
| 1Y | +63.3% | -8.8% | +72.1% | +63.7% |
| All | +1.4% | +42.8% | -41.4% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling