+97.2%
TJX vs SAP
+53.8%
+43.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -4.1% | -0.5% | -3.7% |
| 30D | -17.2% | +1.1% | -18.2% | -17.5% |
| 3M | -24.9% | +26.1% | -51.0% | -29.2% |
| 6M | -19.7% | +9.8% | -29.5% | -22.1% |
| YTD | -17.2% | -13.6% | -3.6% | -14.9% |
| 1Y | -9.4% | -18.7% | +9.3% | -5.4% |
| 3Y | +43.1% | +54.1% | -11.1% | +15.4% |
| All | +97.2% | +53.8% | +43.4% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling