+263.7%
TJX vs SNAP
-77.0%
+340.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.7% | -0.1% |
| 7D | -4.4% | -3.2% | -1.2% | -4.1% |
| 30D | -18.6% | +0.2% | -18.8% | -18.7% |
| 3M | -24.4% | +2.6% | -27.0% | -24.8% |
| 6M | -20.2% | +12.4% | -32.7% | -21.5% |
| YTD | -16.9% | -31.6% | +14.7% | -15.4% |
| 1Y | -8.5% | -21.7% | +13.2% | -8.1% |
| 3Y | +43.7% | -41.2% | +84.9% | +42.3% |
| 5Y | +97.3% | -92.6% | +189.9% | +117.7% |
| All | +263.7% | -77.0% | +340.7% | +225.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling