+284.9%
TJX vs SIMO
+557.5%
-272.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.7% |
| 7D | -4.4% | +12.5% | -16.9% | -5.5% |
| 30D | -18.6% | +18.4% | -37.0% | -20.2% |
| 3M | -24.4% | +5.6% | -30.0% | -26.0% |
| 6M | -20.2% | +116.9% | -137.2% | -30.3% |
| YTD | -16.9% | +188.4% | -205.3% | -31.0% |
| 1Y | -8.5% | +221.3% | -229.8% | -25.7% |
| 3Y | +43.7% | +438.6% | -394.8% | +4.9% |
| 5Y | +97.3% | +287.9% | -190.6% | +47.1% |
| All | +284.9% | +557.5% | -272.6% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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