+475.8%
TJX vs SFM
+117.5%
+358.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.7% |
| 7D | -3.3% | -5.8% | +2.6% | -2.7% |
| 30D | -19.9% | -11.4% | -8.5% | -18.9% |
| 3M | -19.0% | -12.2% | -6.9% | -18.1% |
| 6M | -18.6% | -5.2% | -13.4% | -18.6% |
| YTD | -15.3% | -4.5% | -10.8% | -15.5% |
| 1Y | -7.3% | -45.4% | +38.0% | -2.3% |
| 3Y | +46.6% | +91.1% | -44.5% | +33.8% |
| 5Y | +98.5% | +226.8% | -128.3% | +68.4% |
| 10Y | +289.1% | +291.9% | -2.8% | +211.5% |
| All | +475.8% | +117.5% | +358.4% | +400.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling