+99.6%
STM vs TJX
-4.4%
+104.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | -2.2% | +8.0% | +5.5% |
| 30D | -1.0% | -17.1% | +16.1% | -3.0% |
| 3M | -33.3% | -16.5% | -16.8% | -34.4% |
| 6M | +57.4% | -17.8% | +75.2% | +54.0% |
| YTD | +102.2% | -13.2% | +115.4% | +100.2% |
| 1Y | +99.6% | -5.2% | +104.8% | +98.1% |
| All | +99.6% | -4.4% | +104.0% | +98.1% |
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 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 · 6 months rolling