+283.6%
TJX vs SAP
+176.2%
+107.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -4.1% | -0.5% | -3.3% |
| 30D | -17.2% | +1.1% | -18.2% | -17.6% |
| 3M | -24.9% | +26.1% | -51.0% | -30.9% |
| 6M | -19.7% | +9.8% | -29.5% | -23.3% |
| YTD | -17.2% | -13.6% | -3.6% | -14.8% |
| 1Y | -9.4% | -18.7% | +9.3% | -4.9% |
| 3Y | +43.1% | +54.1% | -11.1% | +12.4% |
| 5Y | +96.7% | +54.7% | +42.0% | +50.2% |
| All | +283.6% | +176.2% | +107.5% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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