+283.6%
TJX vs SIRI
-10.2%
+293.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.5% |
| 7D | -4.6% | +0.6% | -5.1% | -4.7% |
| 30D | -17.2% | +2.5% | -19.7% | -17.6% |
| 3M | -24.9% | +6.6% | -31.5% | -26.0% |
| 6M | -19.7% | +32.9% | -52.5% | -24.5% |
| YTD | -17.2% | +50.5% | -67.7% | -24.3% |
| 1Y | -9.4% | +28.0% | -37.4% | -14.7% |
| 3Y | +43.1% | -22.4% | +65.5% | +42.5% |
| 5Y | +96.7% | -41.3% | +138.0% | +99.5% |
| All | +283.6% | -10.2% | +293.9% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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