+30,207.0%
TJX vs SCCO
+33,085.5%
-2,878.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -4.6% | -2.7% | -1.9% | -4.2% |
| 30D | -17.2% | -0.7% | -16.4% | -17.4% |
| 3M | -24.9% | +8.1% | -33.0% | -26.6% |
| 6M | -19.7% | +4.1% | -23.8% | -21.6% |
| YTD | -17.2% | +41.1% | -58.3% | -24.6% |
| 1Y | -9.4% | +95.6% | -105.0% | -23.1% |
| 3Y | +43.1% | +179.3% | -136.2% | +9.7% |
| 5Y | +96.7% | +308.3% | -211.6% | +36.1% |
| 10Y | +287.7% | +1,090.2% | -802.5% | +110.4% |
| All | +30,207.0% | +33,085.5% | -2,878.5% | +8,103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling