+0.5%
SPGI vs TJX
+94.3%
-93.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -8.9% | -4.4% | -4.5% | -7.1% |
| 30D | +0.6% | -18.6% | +19.2% | +10.0% |
| 3M | +2.0% | -24.4% | +26.3% | +14.9% |
| 6M | +0.1% | -20.2% | +20.3% | +9.8% |
| YTD | -16.4% | -16.9% | +0.5% | -10.1% |
| 1Y | -18.9% | -8.5% | -10.4% | -16.8% |
| 3Y | +13.8% | +43.7% | -30.0% | -5.3% |
| 5Y | +0.5% | +97.3% | -96.8% | -26.7% |
| All | +0.5% | +94.3% | -93.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling