-5.2%
TJX vs SITM
+174.8%
-180.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | 0.0% |
| 7D | -2.2% | +9.7% | -12.0% | -2.1% |
| 30D | -17.1% | +12.7% | -29.8% | -16.8% |
| 3M | -16.5% | -13.4% | -3.1% | -16.3% |
| 6M | -17.8% | +59.6% | -77.4% | -18.3% |
| YTD | -13.2% | +73.3% | -86.5% | -13.7% |
| 1Y | -5.2% | +165.5% | -170.7% | -5.8% |
| All | -5.2% | +174.8% | -180.0% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling