+53.3%
TJX vs SO
+52.7%
+0.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -5.6% | +4.7% | -10.3% | -6.7% |
| 3M | -12.3% | +1.7% | -14.0% | -12.8% |
| 6M | -7.7% | +2.2% | -9.8% | -8.3% |
| YTD | -11.4% | +10.0% | -21.4% | -13.6% |
| 1Y | -7.0% | +6.0% | -13.1% | -8.5% |
| 3Y | +53.3% | +54.1% | -0.8% | +42.2% |
| All | +53.3% | +52.7% | +0.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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