+282.9%
SPGI vs TJX
+287.7%
-4.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -7.4% | -4.6% | -2.8% | -5.6% |
| 30D | +0.4% | -17.2% | +17.5% | +8.4% |
| 3M | +5.3% | -24.9% | +30.2% | +18.2% |
| 6M | +1.7% | -19.7% | +21.3% | +10.7% |
| YTD | -16.4% | -17.2% | +0.8% | -10.2% |
| 1Y | -20.5% | -9.4% | -11.1% | -17.9% |
| 3Y | +14.2% | +43.1% | -28.9% | -2.9% |
| 5Y | +0.6% | +96.7% | -96.1% | -25.9% |
| All | +282.9% | +287.7% | -4.9% | +114.8% |
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