+283.6%
TJX vs SBAC
+87.1%
+196.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -4.6% | -2.1% | -2.5% | -4.1% |
| 30D | -17.2% | +2.0% | -19.2% | -17.6% |
| 3M | -24.9% | -8.3% | -16.6% | -23.5% |
| 6M | -19.7% | +0.3% | -20.0% | -20.6% |
| YTD | -17.2% | -2.2% | -15.0% | -17.8% |
| 1Y | -9.4% | -4.6% | -4.8% | -9.5% |
| 3Y | +43.1% | -8.3% | +51.4% | +41.4% |
| 5Y | +96.7% | -42.8% | +139.5% | +120.8% |
| All | +283.6% | +87.1% | +196.5% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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