+233.5%
SPOT vs TJX
+42.7%
+190.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.1% | -4.6% | +1.5% | -2.0% |
| 30D | +7.4% | -17.2% | +24.5% | +12.1% |
| 3M | +8.2% | -24.9% | +33.1% | +15.4% |
| 6M | +2.2% | -19.7% | +21.9% | +7.3% |
| YTD | -9.5% | -17.2% | +7.7% | -6.0% |
| 1Y | -23.8% | -9.4% | -14.4% | -23.9% |
| 3Y | +233.5% | +43.1% | +190.4% | +175.1% |
| All | +233.5% | +42.7% | +190.8% | +175.1% |
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 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