-5.2%
TJX vs SNAP
-24.3%
+19.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +4.0% | 0.0% |
| 7D | -2.2% | +0.7% | -3.0% | -2.3% |
| 30D | -17.1% | +2.6% | -19.8% | -17.1% |
| 3M | -16.5% | -9.9% | -6.6% | -16.7% |
| 6M | -17.8% | +1.9% | -19.7% | -19.0% |
| YTD | -13.2% | -32.2% | +19.0% | -16.3% |
| 1Y | -5.2% | -22.8% | +17.7% | -7.1% |
| All | -5.2% | -24.3% | +19.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling