+97.2%
TJX vs SMTC
+122.8%
-25.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.6% |
| 7D | -4.6% | +13.1% | -17.7% | -5.2% |
| 30D | -17.2% | +19.5% | -36.6% | -18.1% |
| 3M | -24.9% | +2.2% | -27.1% | -25.4% |
| 6M | -19.7% | +94.9% | -114.5% | -24.3% |
| YTD | -17.2% | +127.0% | -144.1% | -23.0% |
| 1Y | -9.4% | +174.6% | -184.0% | -17.4% |
| 3Y | +43.1% | +615.9% | -572.8% | +11.1% |
| All | +97.2% | +122.8% | -25.6% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling