-7.0%
TJX vs SNAP
-41.2%
+34.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -0.3% | +6.0% | -6.4% | -0.7% |
| 30D | -5.6% | -13.8% | +8.2% | -4.9% |
| 3M | -12.3% | -0.8% | -11.6% | -12.2% |
| 6M | -7.7% | -6.2% | -1.5% | -7.9% |
| YTD | -11.4% | -34.8% | +23.4% | -15.2% |
| 1Y | -7.0% | -38.7% | +31.7% | -10.7% |
| All | -7.0% | -41.2% | +34.1% | -10.7% |
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