+43.1%
TJX vs SCCO
+177.0%
-134.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -4.6% | -2.7% | -1.9% | -4.5% |
| 30D | -17.2% | -0.7% | -16.4% | -17.2% |
| 3M | -24.9% | +8.1% | -33.0% | -25.2% |
| 6M | -19.7% | +4.1% | -23.8% | -20.2% |
| YTD | -17.2% | +41.1% | -58.3% | -19.5% |
| 1Y | -9.4% | +95.6% | -105.0% | -14.1% |
| 3Y | +43.1% | +179.3% | -136.2% | +28.7% |
| All | +43.1% | +177.0% | -134.0% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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