+314.7%
SPY vs TJX
+287.7%
+27.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.8% | -4.6% | +3.8% | +1.1% |
| 30D | -1.1% | -17.2% | +16.1% | +6.6% |
| 3M | +3.9% | -24.9% | +28.8% | +16.1% |
| 6M | +13.6% | -19.7% | +33.3% | +23.1% |
| YTD | +12.7% | -17.2% | +29.9% | +20.3% |
| 1Y | +17.5% | -9.4% | +26.9% | +20.6% |
| 3Y | +76.9% | +43.1% | +33.8% | +48.8% |
| 5Y | +83.6% | +96.7% | -13.1% | +33.0% |
| All | +314.7% | +287.7% | +27.0% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling