+97.2%
TJX vs SCHG
+84.3%
+12.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -4.6% | -1.0% | -3.5% | -4.1% |
| 30D | -17.2% | -1.3% | -15.9% | -16.7% |
| 3M | -24.9% | +5.4% | -30.3% | -26.8% |
| 6M | -19.7% | +14.4% | -34.1% | -24.8% |
| YTD | -17.2% | +8.0% | -25.2% | -20.5% |
| 1Y | -9.4% | +12.7% | -22.2% | -15.1% |
| 3Y | +43.1% | +85.6% | -42.5% | +0.6% |
| All | +97.2% | +84.3% | +12.9% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling