+3.2%
TJX vs SMTC
+70.8%
-67.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -12.9% | +18.1% | +4.5% |
| 7D | +4.6% | -24.5% | +29.1% | +3.3% |
| 30D | +7.7% | -42.5% | +50.2% | +5.6% |
| 3M | -7.8% | -14.1% | +6.3% | -8.3% |
| 6M | -5.8% | +3.6% | -9.4% | -7.0% |
| YTD | -4.9% | +50.6% | -55.5% | -7.5% |
| 1Y | +3.2% | +72.2% | -69.1% | 0.0% |
| All | +3.2% | +70.8% | -67.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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