+132.5%
TJX vs SITM
+4,532.8%
-4,400.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -4.4% | +4.8% | -9.2% | -4.7% |
| 30D | -18.6% | -9.7% | -8.9% | -18.0% |
| 3M | -24.4% | -9.3% | -15.0% | -24.5% |
| 6M | -20.2% | +69.5% | -89.8% | -25.3% |
| YTD | -16.9% | +70.5% | -87.5% | -22.7% |
| 1Y | -8.5% | +145.3% | -153.8% | -18.4% |
| 3Y | +43.7% | +432.8% | -389.1% | +12.4% |
| 5Y | +97.3% | +174.0% | -76.7% | +55.8% |
| All | +132.5% | +4,532.8% | -4,400.3% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling