+97.3%
TJX vs SM
+108.0%
-10.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -4.4% | +2.1% | -6.5% | -4.5% |
| 30D | -18.6% | +18.1% | -36.7% | -19.4% |
| 3M | -24.4% | +17.0% | -41.3% | -25.2% |
| 6M | -20.2% | +55.4% | -75.7% | -22.9% |
| YTD | -16.9% | +108.6% | -125.5% | -21.6% |
| 1Y | -8.5% | +45.7% | -54.2% | -11.4% |
| 3Y | +43.7% | -0.3% | +44.1% | +40.5% |
| 5Y | +97.3% | +113.0% | -15.7% | +73.0% |
| All | +97.3% | +108.0% | -10.7% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling