+2,273.4%
STM vs TJX
+40,002.3%
-37,728.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | +5.2% | -3.3% | +8.5% | +6.7% |
| 30D | -7.4% | -19.9% | +12.5% | +1.9% |
| 3M | -30.6% | -19.0% | -11.6% | -24.6% |
| 6M | +66.4% | -18.6% | +84.9% | +80.0% |
| YTD | +101.1% | -15.3% | +116.4% | +113.3% |
| 1Y | +97.4% | -7.3% | +104.7% | +100.8% |
| 3Y | +21.1% | +46.6% | -25.4% | +0.3% |
| 5Y | +22.5% | +98.5% | -76.0% | -11.5% |
| 10Y | +657.6% | +289.1% | +368.5% | +303.2% |
| All | +2,273.4% | +40,002.3% | -37,728.9% | +319.3% |
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