+110.6%
TJX vs SMR
+7.6%
+103.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -2.2% |
| 7D | -4.0% | +13.1% | -17.0% | -4.0% |
| 30D | -20.3% | +17.8% | -38.1% | -20.4% |
| 3M | -23.3% | +8.1% | -31.4% | -23.3% |
| 6M | -19.7% | -11.1% | -8.6% | -19.8% |
| YTD | -17.1% | -23.7% | +6.6% | -17.2% |
| 1Y | -8.8% | -69.4% | +60.6% | -8.1% |
| 3Y | +43.4% | +82.6% | -39.2% | +36.9% |
| All | +110.6% | +7.6% | +103.0% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling