+3.2%
TJX vs SM
+70.4%
-67.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -15.3% | +20.5% | +3.8% |
| 7D | +4.6% | -21.5% | +26.1% | +2.7% |
| 30D | +7.7% | -11.4% | +19.1% | +6.7% |
| 3M | -7.8% | +0.6% | -8.4% | -7.7% |
| 6M | -5.8% | +0.2% | -6.0% | -5.7% |
| YTD | -4.9% | +69.7% | -74.5% | -4.6% |
| 1Y | +3.2% | +71.6% | -68.4% | +4.1% |
| All | +3.2% | +70.4% | -67.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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