+1,770.3%
SMCI vs TJX
+287.7%
+1,482.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.4% |
| 7D | +1.3% | -4.6% | +5.9% | +3.5% |
| 30D | +6.6% | -17.2% | +23.8% | +16.5% |
| 3M | +25.4% | -24.9% | +50.3% | +42.7% |
| 6M | +26.1% | -19.7% | +45.8% | +37.6% |
| YTD | +37.0% | -17.2% | +54.2% | +46.9% |
| 1Y | -8.8% | -9.4% | +0.7% | -7.1% |
| 3Y | +44.6% | +43.1% | +1.5% | +15.1% |
| 5Y | +995.9% | +96.7% | +899.2% | +631.7% |
| All | +1,770.3% | +287.7% | +1,482.6% | +771.3% |
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