+5.2%
SSPC vs TJX
-13.8%
+19.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.2% | +2.7% | +3.4% |
| 7D | +11.8% | +4.6% | +7.2% | +7.8% |
| 30D | +44.8% | +7.7% | +37.1% | +39.5% |
| 3M | -40.7% | -7.8% | -32.8% | -28.4% |
| All | +5.2% | -13.8% | +19.0% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling