+1,817.6%
SMH vs TJX
+287.7%
+1,529.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.3% | -4.6% | +4.9% | +2.4% |
| 30D | -2.8% | -17.2% | +14.4% | +5.9% |
| 3M | -6.7% | -24.9% | +18.2% | +5.7% |
| 6M | +41.8% | -19.7% | +61.4% | +54.9% |
| YTD | +57.9% | -17.2% | +75.1% | +69.3% |
| 1Y | +87.6% | -9.4% | +97.1% | +91.7% |
| 3Y | +282.9% | +43.1% | +239.9% | +208.5% |
| 5Y | +330.4% | +96.7% | +233.7% | +192.7% |
| All | +1,817.6% | +287.7% | +1,529.9% | +929.8% |
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