+283.6%
TJX vs SFM
+271.4%
+12.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -10.6% | +6.0% | -3.6% |
| 30D | -17.2% | -15.5% | -1.7% | -15.9% |
| 3M | -24.9% | -17.4% | -7.5% | -23.7% |
| 6M | -19.7% | -3.4% | -16.2% | -19.8% |
| YTD | -17.2% | -8.7% | -8.5% | -17.0% |
| 1Y | -9.4% | -47.2% | +37.7% | -4.4% |
| 3Y | +43.1% | +82.7% | -39.6% | +32.6% |
| 5Y | +96.7% | +214.3% | -117.6% | +70.7% |
| All | +283.6% | +271.4% | +12.2% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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