+46.6%
TJX vs SIMO
+462.5%
-416.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.6% | -2.4% |
| 7D | -3.3% | +14.6% | -17.9% | -3.3% |
| 30D | -19.9% | +6.2% | -26.1% | -19.9% |
| 3M | -19.0% | +3.6% | -22.6% | -19.3% |
| 6M | -18.6% | +130.8% | -149.3% | -22.4% |
| YTD | -15.3% | +195.8% | -211.1% | -21.3% |
| 1Y | -7.3% | +225.0% | -232.4% | -15.0% |
| 3Y | +46.6% | +452.3% | -405.7% | +22.1% |
| All | +46.6% | +462.5% | -416.0% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling