-5.2%
TJX vs SM
+37.6%
-42.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -17.1% | +26.3% | -43.5% | -16.0% |
| 3M | -16.5% | +8.7% | -25.2% | -16.1% |
| 6M | -17.8% | +51.7% | -69.5% | -16.1% |
| YTD | -13.2% | +99.0% | -112.3% | -11.2% |
| 1Y | -5.2% | +34.6% | -39.8% | -3.7% |
| All | -5.2% | +37.6% | -42.8% | -3.7% |
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