+93.3%
SNOW vs TJX
+42.7%
+50.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.4% | -4.6% | +2.2% | -1.4% |
| 30D | -1.0% | -17.2% | +16.2% | +3.1% |
| 3M | +36.9% | -24.9% | +61.8% | +45.6% |
| 6M | +83.4% | -19.7% | +103.0% | +90.7% |
| YTD | +50.0% | -17.2% | +67.2% | +52.8% |
| 1Y | +46.5% | -9.4% | +55.9% | +39.8% |
| 3Y | +93.3% | +43.1% | +50.3% | +29.2% |
| All | +93.3% | +42.7% | +50.6% | +29.2% |
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