+283.6%
TJX vs SCHG
+459.0%
-175.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | -4.6% | -1.0% | -3.5% | -4.0% |
| 30D | -17.2% | -1.3% | -15.9% | -16.5% |
| 3M | -24.9% | +5.4% | -30.3% | -27.5% |
| 6M | -19.7% | +14.4% | -34.1% | -26.6% |
| YTD | -17.2% | +8.0% | -25.2% | -21.8% |
| 1Y | -9.4% | +12.7% | -22.2% | -17.2% |
| 3Y | +43.1% | +85.6% | -42.5% | -9.6% |
| 5Y | +96.7% | +85.5% | +11.2% | +22.4% |
| All | +283.6% | +459.0% | -175.4% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling