+339.6%
SLV vs TJX
+2,622.5%
-2,282.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.4% | +2.5% |
| 7D | +2.8% | -4.0% | +6.7% | +3.1% |
| 30D | +2.2% | -20.3% | +22.5% | +4.1% |
| 3M | +2.9% | -23.3% | +26.2% | +5.1% |
| 6M | -22.4% | -19.7% | -2.7% | -21.1% |
| YTD | -5.7% | -17.1% | +11.4% | -4.5% |
| 1Y | +63.3% | -8.8% | +72.1% | +63.9% |
| 3Y | +189.0% | +43.4% | +145.6% | +177.2% |
| 5Y | +172.7% | +95.2% | +77.4% | +152.7% |
| 10Y | +235.3% | +288.1% | -52.8% | +188.7% |
| All | +339.6% | +2,622.5% | -2,282.9% | +179.5% |
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