+52.0%
TJX vs SN
+447.8%
-395.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -4.6% | -7.3% | +2.7% | -3.9% |
| 30D | -17.2% | -13.6% | -3.6% | -16.0% |
| 3M | -24.9% | +18.6% | -43.5% | -26.4% |
| 6M | -19.7% | +46.0% | -65.6% | -23.1% |
| YTD | -17.2% | +43.7% | -60.9% | -20.7% |
| 1Y | -9.4% | +39.2% | -48.6% | -13.2% |
| 3Y | +43.1% | +306.5% | -263.4% | +29.6% |
| All | +52.0% | +447.8% | -395.8% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling