+97.3%
TJX vs SE
-67.4%
+164.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | -4.4% | -4.8% | +0.4% | -4.0% |
| 30D | -18.6% | -18.1% | -0.5% | -17.2% |
| 3M | -24.4% | +30.6% | -55.0% | -26.4% |
| 6M | -20.2% | +20.8% | -41.0% | -22.1% |
| YTD | -16.9% | -15.6% | -1.4% | -16.4% |
| 1Y | -8.5% | -44.2% | +35.7% | -4.4% |
| 3Y | +43.7% | +181.5% | -137.8% | +23.6% |
| 5Y | +97.3% | -66.9% | +164.2% | +95.8% |
| All | +97.3% | -67.4% | +164.7% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling