+29.8%
SNOW vs TJX
+140.1%
-110.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -7.5% | -4.4% | -3.1% | -5.5% |
| 30D | -1.3% | -18.6% | +17.2% | +8.8% |
| 3M | +37.4% | -24.4% | +61.8% | +56.5% |
| 6M | +88.1% | -20.2% | +108.3% | +106.4% |
| YTD | +50.3% | -16.9% | +67.2% | +60.1% |
| 1Y | +46.0% | -8.5% | +54.5% | +45.8% |
| 3Y | +98.7% | +43.7% | +55.0% | +49.8% |
| 5Y | +3.5% | +97.3% | -93.8% | -36.4% |
| All | +29.8% | +140.1% | -110.3% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling