+3,456.5%
TJX vs SNY
+241.9%
+3,214.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -4.6% | -3.3% | -1.3% | -3.6% |
| 30D | -17.2% | -2.2% | -15.0% | -16.6% |
| 3M | -24.9% | -3.0% | -21.9% | -24.3% |
| 6M | -19.7% | +2.7% | -22.4% | -20.6% |
| YTD | -17.2% | -6.8% | -10.4% | -15.8% |
| 1Y | -9.4% | -5.3% | -4.2% | -8.7% |
| 3Y | +43.1% | -9.8% | +52.9% | +42.6% |
| 5Y | +96.7% | +9.7% | +87.0% | +80.2% |
| 10Y | +287.7% | +64.5% | +223.2% | +202.8% |
| All | +3,456.5% | +241.9% | +3,214.6% | +1,765.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling