+83.8%
SPYM vs TJX
+95.5%
-11.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | -0.8% | -4.6% | +3.8% | +1.0% |
| 30D | -1.1% | -17.2% | +16.1% | +6.1% |
| 3M | +3.9% | -24.9% | +28.8% | +15.5% |
| 6M | +13.6% | -19.7% | +33.3% | +22.6% |
| YTD | +12.7% | -17.2% | +29.9% | +19.8% |
| 1Y | +17.6% | -9.4% | +27.0% | +19.9% |
| 3Y | +77.2% | +43.1% | +34.2% | +46.8% |
| All | +83.8% | +95.5% | -11.7% | +31.0% |
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