+161.5%
SLV vs TJX
+96.1%
+65.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | -5.0% | -4.4% | -0.7% | -4.8% |
| 30D | -1.8% | -18.6% | +16.8% | -0.8% |
| 3M | -0.3% | -24.4% | +24.1% | +1.2% |
| 6M | -28.2% | -20.2% | -8.0% | -27.4% |
| YTD | -10.7% | -16.9% | +6.2% | -10.1% |
| 1Y | +53.7% | -8.5% | +62.2% | +53.0% |
| 3Y | +173.7% | +43.7% | +129.9% | +158.1% |
| All | +161.5% | +96.1% | +65.4% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling