+283.6%
TJX vs SGI
+270.1%
+13.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.6% | -4.5% | -0.1% | -3.6% |
| 30D | -17.2% | +4.2% | -21.3% | -18.1% |
| 3M | -24.9% | -7.4% | -17.5% | -24.0% |
| 6M | -19.7% | -15.1% | -4.6% | -17.5% |
| YTD | -17.2% | -24.7% | +7.5% | -12.8% |
| 1Y | -9.4% | -21.8% | +12.3% | -5.8% |
| 3Y | +43.1% | +50.0% | -7.0% | +23.8% |
| 5Y | +96.7% | +48.9% | +47.8% | +63.7% |
| All | +283.6% | +270.1% | +13.6% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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