+62.7%
TJX vs SN
+671.3%
-608.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | -0.3% | +1.5% | -1.9% | -0.5% |
| 30D | -5.6% | +21.5% | -27.1% | -7.5% |
| 3M | -12.3% | +20.0% | -32.4% | -14.1% |
| 6M | -7.7% | +119.9% | -127.6% | -15.2% |
| YTD | -11.4% | +102.3% | -113.7% | -18.2% |
| 1Y | -7.0% | +148.0% | -155.0% | -15.7% |
| 3Y | +53.3% | +450.0% | -396.7% | +33.8% |
| All | +62.7% | +671.3% | -608.6% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling