+3,062.8%
TJX vs SGI
+2,032.3%
+1,030.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -4.0% | +0.6% | -4.6% | -4.1% |
| 30D | -20.3% | +5.5% | -25.9% | -21.3% |
| 3M | -23.3% | -3.6% | -19.7% | -23.1% |
| 6M | -19.7% | -15.0% | -4.7% | -17.9% |
| YTD | -17.1% | -23.0% | +5.9% | -13.9% |
| 1Y | -8.8% | -18.4% | +9.6% | -6.5% |
| 3Y | +43.4% | +57.8% | -14.4% | +26.9% |
| 5Y | +95.2% | +51.5% | +43.8% | +69.7% |
| 10Y | +288.1% | +275.2% | +12.9% | +159.8% |
| All | +3,062.8% | +2,032.3% | +1,030.5% | +1,131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling