+101.7%
TJX vs S
-57.1%
+158.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -4.6% | -0.7% | -3.9% | -4.5% |
| 30D | -17.2% | -11.4% | -5.7% | -16.5% |
| 3M | -24.9% | +33.8% | -58.7% | -26.9% |
| 6M | -19.7% | +39.5% | -59.1% | -22.4% |
| YTD | -17.2% | +31.7% | -48.9% | -19.8% |
| 1Y | -9.4% | +7.0% | -16.4% | -10.8% |
| 3Y | +43.1% | +11.8% | +31.3% | +36.7% |
| 5Y | +96.7% | -69.0% | +165.7% | +101.1% |
| All | +101.7% | -57.1% | +158.7% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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