-2.4%
TJX vs SNY
+1.8%
-4.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.0% |
| 7D | -2.0% | +8.8% | -10.7% | -3.6% |
| 30D | +1.1% | +18.6% | -17.4% | -2.2% |
| 3M | -13.1% | +9.7% | -22.7% | -14.6% |
| 6M | -10.0% | +8.2% | -18.2% | -11.3% |
| YTD | -8.9% | +2.2% | -11.1% | -10.2% |
| 1Y | -2.4% | +1.0% | -3.4% | -3.5% |
| All | -2.4% | +1.8% | -4.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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