+43.2%
TJX vs SNAP
-44.0%
+87.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -4.0% | -5.0% | +1.1% | -3.8% |
| 30D | -20.3% | -0.7% | -19.6% | -20.3% |
| 3M | -23.3% | -5.0% | -18.3% | -23.3% |
| 6M | -19.7% | +3.5% | -23.2% | -20.3% |
| YTD | -17.1% | -34.2% | +17.1% | -16.4% |
| 1Y | -8.8% | -27.1% | +18.3% | -8.5% |
| All | +43.2% | -44.0% | +87.2% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling