+52.5%
TJX vs SN
+453.9%
-401.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.6% |
| 7D | -4.4% | -7.2% | +2.8% | -3.6% |
| 30D | -18.6% | -13.4% | -5.2% | -17.4% |
| 3M | -24.4% | +26.8% | -51.2% | -26.4% |
| 6M | -20.2% | +44.6% | -64.8% | -23.6% |
| YTD | -16.9% | +45.3% | -62.2% | -20.6% |
| 1Y | -8.5% | +40.1% | -48.6% | -12.4% |
| 3Y | +43.7% | +375.3% | -331.5% | +30.5% |
| All | +52.5% | +453.9% | -401.4% | +37.9% |
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