+1,643.7%
TJX vs SCHG
+1,132.2%
+511.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -4.6% | -1.0% | -3.5% | -3.9% |
| 30D | -17.2% | -1.3% | -15.9% | -16.5% |
| 3M | -24.9% | +5.4% | -30.3% | -27.7% |
| 6M | -19.7% | +14.4% | -34.1% | -27.1% |
| YTD | -17.2% | +8.0% | -25.2% | -22.1% |
| 1Y | -9.4% | +12.7% | -22.2% | -17.6% |
| 3Y | +43.1% | +85.6% | -42.5% | -11.3% |
| 5Y | +96.7% | +85.5% | +11.2% | +19.4% |
| 10Y | +287.7% | +456.0% | -168.3% | -2.5% |
| All | +1,643.7% | +1,132.2% | +511.4% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling