+270.9%
TJX vs SNAP
-77.4%
+348.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -3.3% | +1.5% | -4.8% | -3.4% |
| 30D | -19.9% | +1.9% | -21.7% | -20.0% |
| 3M | -19.0% | -3.9% | -15.2% | -19.1% |
| 6M | -18.6% | +5.2% | -23.8% | -19.5% |
| YTD | -15.3% | -32.7% | +17.4% | -13.6% |
| 1Y | -7.3% | -24.8% | +17.4% | -6.6% |
| 3Y | +46.6% | -42.2% | +88.7% | +45.3% |
| 5Y | +98.5% | -92.7% | +191.2% | +119.2% |
| All | +270.9% | -77.4% | +348.3% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling