+22,728.8%
TJX vs SM
+1,670.2%
+21,058.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.7% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -19.9% | +31.5% | -51.4% | -21.9% |
| 3M | -19.0% | +17.3% | -36.4% | -20.5% |
| 6M | -18.6% | +48.5% | -67.1% | -22.1% |
| YTD | -15.3% | +106.3% | -121.6% | -21.6% |
| 1Y | -7.3% | +47.3% | -54.6% | -11.8% |
| 3Y | +46.6% | -1.4% | +48.0% | +41.9% |
| 5Y | +98.5% | +114.0% | -15.5% | +73.6% |
| 10Y | +289.1% | +12.5% | +276.6% | +190.0% |
| All | +22,728.8% | +1,670.2% | +21,058.6% | +10,910.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling