-9.4%
TJX vs SAN
+51.4%
-60.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -17.2% | +0.9% | -18.1% | -17.2% |
| 3M | -24.9% | +19.1% | -44.0% | -26.4% |
| 6M | -19.7% | +33.2% | -52.9% | -22.5% |
| YTD | -17.2% | +29.1% | -46.3% | -21.0% |
| 1Y | -9.4% | +50.2% | -59.7% | -14.7% |
| All | -9.4% | +51.4% | -60.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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