+3,343.4%
STX vs TJX
+287.7%
+3,055.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -2.3% | -4.6% | +2.3% | -0.5% |
| 30D | -5.5% | -17.2% | +11.7% | +1.9% |
| 3M | -4.3% | -24.9% | +20.6% | +6.3% |
| 6M | +115.6% | -19.7% | +135.3% | +131.5% |
| YTD | +202.2% | -17.2% | +219.4% | +219.1% |
| 1Y | +325.3% | -9.4% | +334.7% | +329.6% |
| 3Y | +1,283.9% | +43.1% | +1,240.8% | +1,026.1% |
| 5Y | +1,048.3% | +96.7% | +951.6% | +693.2% |
| All | +3,343.4% | +287.7% | +3,055.7% | +1,686.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling