+97.3%
TJX vs SAN
+379.7%
-282.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -4.4% | -2.8% | -1.6% | -3.8% |
| 30D | -18.6% | -0.5% | -18.0% | -18.5% |
| 3M | -24.4% | +22.7% | -47.1% | -27.8% |
| 6M | -20.2% | +28.8% | -49.0% | -24.9% |
| YTD | -16.9% | +26.3% | -43.2% | -21.9% |
| 1Y | -8.5% | +48.8% | -57.4% | -17.3% |
| 3Y | +43.7% | +347.2% | -303.5% | -3.4% |
| 5Y | +97.3% | +383.8% | -286.4% | +22.5% |
| All | +97.3% | +379.7% | -282.4% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling