+4,392.4%
TJX vs SBAC
+2,175.2%
+2,217.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -4.0% | +0.2% | -4.1% | -4.0% |
| 30D | -20.3% | +3.9% | -24.2% | -20.6% |
| 3M | -23.3% | -8.2% | -15.1% | -22.7% |
| 6M | -19.7% | -2.8% | -16.9% | -19.8% |
| YTD | -17.1% | -1.5% | -15.6% | -17.4% |
| 1Y | -8.8% | 0.0% | -8.8% | -9.2% |
| 3Y | +43.4% | -8.4% | +51.8% | +43.1% |
| 5Y | +95.2% | -43.5% | +138.8% | +102.9% |
| 10Y | +288.1% | +86.9% | +201.1% | +263.0% |
| All | +4,392.4% | +2,175.2% | +2,217.1% | +3,301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling