+97.2%
TJX vs SNAP
-92.5%
+189.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.5% |
| 7D | -4.6% | +3.8% | -8.4% | -4.8% |
| 30D | -17.2% | +9.2% | -26.4% | -17.7% |
| 3M | -24.9% | +6.6% | -31.5% | -25.5% |
| 6M | -19.7% | +16.9% | -36.5% | -21.0% |
| YTD | -17.2% | -29.6% | +12.4% | -16.0% |
| 1Y | -9.4% | -22.1% | +12.7% | -9.0% |
| 3Y | +43.1% | -39.8% | +82.9% | +41.1% |
| All | +97.2% | -92.5% | +189.7% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling