+252.8%
SPOT vs TJX
+250.5%
+2.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.1% | -4.6% | +1.5% | -1.3% |
| 30D | +7.4% | -17.2% | +24.5% | +15.2% |
| 3M | +8.2% | -24.9% | +33.1% | +20.5% |
| 6M | +2.2% | -19.7% | +21.9% | +10.4% |
| YTD | -9.5% | -17.2% | +7.7% | -3.7% |
| 1Y | -23.8% | -9.4% | -14.4% | -22.1% |
| 3Y | +233.5% | +43.1% | +190.4% | +180.9% |
| 5Y | +112.2% | +96.7% | +15.5% | +56.1% |
| All | +252.8% | +250.5% | +2.3% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling