+43,607.4%
TJX vs SAN
+2,079.3%
+41,528.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -20.3% | -0.1% | -20.3% | -20.4% |
| 3M | -23.3% | +19.6% | -42.9% | -27.4% |
| 6M | -19.7% | +32.7% | -52.4% | -26.5% |
| YTD | -17.1% | +26.7% | -43.8% | -23.6% |
| 1Y | -8.8% | +51.6% | -60.4% | -20.3% |
| 3Y | +43.4% | +348.7% | -305.3% | -10.5% |
| 5Y | +95.2% | +378.7% | -283.5% | +16.1% |
| 10Y | +288.1% | +336.9% | -48.9% | +124.7% |
| All | +43,607.4% | +2,079.3% | +41,528.0% | +14,702.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling