+55.5%
TJX vs SN
+496.6%
-441.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -19.9% | -5.6% | -14.3% | -19.4% |
| 3M | -19.0% | +48.1% | -67.1% | -22.4% |
| 6M | -18.6% | +57.6% | -76.2% | -22.7% |
| YTD | -15.3% | +56.5% | -71.8% | -19.6% |
| 1Y | -7.3% | +52.6% | -59.9% | -12.1% |
| 3Y | +46.6% | +412.0% | -365.4% | +32.1% |
| All | +55.5% | +496.6% | -441.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling