+110.4%
TJX vs SMR
-14.3%
+124.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.7% | +15.4% | -0.2% |
| 7D | -4.6% | -11.2% | +6.6% | -4.5% |
| 30D | -17.2% | -10.2% | -6.9% | -17.1% |
| 3M | -24.9% | -10.0% | -14.9% | -24.9% |
| 6M | -19.7% | -30.5% | +10.8% | -19.6% |
| YTD | -17.2% | -39.2% | +22.0% | -17.1% |
| 1Y | -9.4% | -75.5% | +66.1% | -8.6% |
| 3Y | +43.1% | +45.4% | -2.4% | +36.8% |
| All | +110.4% | -14.3% | +124.8% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling