+262.6%
TJX vs SNAP
-76.3%
+338.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -4.6% | +3.8% | -8.4% | -4.9% |
| 30D | -17.2% | +9.2% | -26.4% | -17.8% |
| 3M | -24.9% | +6.6% | -31.5% | -25.5% |
| 6M | -19.7% | +16.9% | -36.5% | -21.2% |
| YTD | -17.2% | -29.6% | +12.4% | -15.9% |
| 1Y | -9.4% | -22.1% | +12.7% | -8.9% |
| 3Y | +43.1% | -39.8% | +82.9% | +41.4% |
| 5Y | +96.7% | -92.4% | +189.1% | +116.6% |
| All | +262.6% | -76.3% | +338.9% | +223.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling