+115.3%
SPOT vs TJX
+95.5%
+19.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.1% | -4.6% | +1.5% | -0.6% |
| 30D | +7.4% | -17.2% | +24.5% | +18.6% |
| 3M | +8.2% | -24.9% | +33.1% | +25.9% |
| 6M | +2.2% | -19.7% | +21.9% | +13.8% |
| YTD | -9.5% | -17.2% | +7.7% | -1.6% |
| 1Y | -23.8% | -9.4% | -14.4% | -22.2% |
| 3Y | +233.5% | +43.1% | +190.4% | +144.4% |
| All | +115.3% | +95.5% | +19.8% | +22.1% |
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 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