+17.7%
STM vs TJX
+94.3%
-76.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -1.1% | -4.4% | +3.3% | +1.3% |
| 30D | -7.8% | -18.6% | +10.8% | +2.8% |
| 3M | -28.2% | -24.4% | -3.8% | -17.1% |
| 6M | +52.0% | -20.2% | +72.2% | +69.3% |
| YTD | +96.4% | -16.9% | +113.3% | +112.3% |
| 1Y | +98.8% | -8.5% | +107.3% | +101.1% |
| 3Y | +18.3% | +43.7% | -25.5% | -12.4% |
| 5Y | +17.7% | +97.3% | -79.6% | -32.1% |
| All | +17.7% | +94.3% | -76.6% | -32.1% |
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 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