+282.9%
SMH vs TJX
+42.7%
+240.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +0.3% | -4.6% | +4.9% | +1.4% |
| 30D | -2.8% | -17.2% | +14.4% | +1.9% |
| 3M | -6.7% | -24.9% | +18.2% | +0.7% |
| 6M | +41.8% | -19.7% | +61.4% | +48.6% |
| YTD | +57.9% | -17.2% | +75.1% | +62.9% |
| 1Y | +87.6% | -9.4% | +97.1% | +83.9% |
| 3Y | +282.9% | +43.1% | +239.9% | +188.4% |
| All | +282.9% | +42.7% | +240.2% | +188.4% |
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