+3.2%
TJX vs SMR
-87.0%
+90.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.6% | +5.1% |
| 7D | +4.6% | -9.5% | +14.1% | +4.4% |
| 30D | +7.7% | -33.2% | +40.9% | +6.8% |
| 3M | -7.8% | -45.9% | +38.1% | -8.9% |
| 6M | -5.8% | -57.9% | +52.1% | -7.0% |
| YTD | -4.9% | -63.8% | +58.9% | -6.4% |
| 1Y | +3.2% | -85.6% | +88.8% | -1.4% |
| All | +3.2% | -87.0% | +90.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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