+3,061.7%
SPY vs TJX
+23,187.7%
-20,126.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -0.4% | -4.0% | +3.6% | +0.8% |
| 30D | -1.4% | -20.3% | +19.0% | +5.5% |
| 3M | +3.7% | -23.3% | +27.0% | +11.9% |
| 6M | +13.0% | -19.7% | +32.7% | +20.1% |
| YTD | +12.4% | -17.1% | +29.5% | +18.1% |
| 1Y | +18.5% | -8.8% | +27.3% | +20.9% |
| 3Y | +77.6% | +43.4% | +34.2% | +57.5% |
| 5Y | +81.7% | +95.2% | -13.5% | +45.5% |
| 10Y | +319.7% | +288.1% | +31.6% | +168.7% |
| All | +3,061.7% | +23,187.7% | -20,126.0% | +699.6% |
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