+48,825.1%
TJX vs SAP
+2,194.5%
+46,630.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -19.9% | +2.6% | -22.4% | -20.4% |
| 3M | -19.0% | +16.3% | -35.3% | -22.2% |
| 6M | -18.6% | +6.4% | -25.0% | -20.6% |
| YTD | -15.3% | -11.4% | -3.9% | -14.3% |
| 1Y | -7.3% | -20.4% | +13.1% | -4.1% |
| 3Y | +46.6% | +56.5% | -9.9% | +27.8% |
| 5Y | +98.5% | +56.8% | +41.7% | +71.3% |
| 10Y | +289.1% | +176.2% | +112.9% | +192.5% |
| All | +48,825.1% | +2,194.5% | +46,630.6% | +24,396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling