+295.9%
TJX vs SE
+553.8%
-257.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -4.6% | -5.2% | +0.6% | -4.1% |
| 30D | -17.2% | -17.1% | -0.1% | -15.8% |
| 3M | -24.9% | +24.0% | -48.9% | -26.6% |
| 6M | -19.7% | +21.0% | -40.6% | -21.5% |
| YTD | -17.2% | -16.7% | -0.5% | -16.6% |
| 1Y | -9.4% | -45.9% | +36.5% | -5.2% |
| 3Y | +43.1% | +177.8% | -134.7% | +24.5% |
| 5Y | +96.7% | -67.4% | +164.1% | +98.3% |
| All | +295.9% | +553.8% | -257.8% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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