-0.3%
SPOT vs TJX
+4.8%
-5.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.6% | +4.3% |
| 7D | +16.6% | +4.6% | +12.0% | +16.2% |
| 30D | +29.9% | +7.7% | +22.2% | +30.1% |
| 3M | +31.3% | -7.8% | +39.1% | +29.0% |
| 6M | +43.2% | -5.8% | +49.0% | +42.3% |
| YTD | +8.1% | -4.9% | +13.0% | +10.8% |
| 1Y | -0.3% | +3.2% | -3.5% | +4.1% |
| All | -0.3% | +4.8% | -5.1% | +4.1% |
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