+43.5%
TJX vs SAP
+53.9%
-10.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | -4.4% | -5.1% | +0.7% | -3.7% |
| 30D | -18.6% | -1.8% | -16.8% | -18.4% |
| 3M | -24.4% | +20.9% | -45.3% | -26.4% |
| 6M | -20.2% | +7.0% | -27.2% | -21.3% |
| YTD | -16.9% | -13.7% | -3.2% | -15.6% |
| 1Y | -8.5% | -19.6% | +11.1% | -5.9% |
| All | +43.5% | +53.9% | -10.3% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling