-5.2%
TJX vs SCHG
+16.6%
-21.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -2.2% | -0.7% | -1.6% | -2.3% |
| 30D | -17.1% | +0.2% | -17.4% | -17.1% |
| 3M | -16.5% | +2.2% | -18.7% | -16.4% |
| 6M | -17.8% | +15.0% | -32.8% | -19.3% |
| YTD | -13.2% | +9.2% | -22.4% | -15.2% |
| 1Y | -5.2% | +15.7% | -20.9% | -8.4% |
| All | -5.2% | +16.6% | -21.8% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling