+813.5%
SPYM vs TJX
+2,901.3%
-2,087.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | -4.4% | +2.4% | -0.3% |
| 30D | -1.6% | -18.6% | +16.9% | +6.1% |
| 3M | +4.7% | -24.4% | +29.1% | +15.9% |
| 6M | +12.6% | -20.2% | +32.8% | +21.7% |
| YTD | +11.8% | -16.9% | +28.7% | +18.8% |
| 1Y | +17.5% | -8.5% | +26.1% | +20.2% |
| 3Y | +77.0% | +43.7% | +33.2% | +51.3% |
| 5Y | +82.6% | +97.3% | -14.7% | +36.4% |
| 10Y | +320.3% | +289.0% | +31.3% | +135.1% |
| All | +813.5% | +2,901.3% | -2,087.8% | +137.2% |
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