+9.5%
SNOW vs TJX
+4.8%
+4.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | +1.2% |
| 7D | -14.5% | +4.6% | -19.1% | -12.4% |
| 30D | -14.3% | +7.7% | -22.0% | -11.0% |
| 3M | -8.3% | -7.8% | -0.4% | -14.0% |
| 6M | +101.5% | -5.8% | +107.3% | +93.7% |
| YTD | +32.5% | -4.9% | +37.4% | +30.9% |
| 1Y | +9.5% | +3.2% | +6.3% | +12.7% |
| All | +9.5% | +4.8% | +4.7% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling