+97.2%
TJX vs SO
+57.0%
+40.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | -17.2% | -5.0% | -12.2% | -16.0% |
| 3M | -24.9% | -5.8% | -19.1% | -23.7% |
| 6M | -19.7% | -7.9% | -11.7% | -18.0% |
| YTD | -17.2% | +2.4% | -19.6% | -17.9% |
| 1Y | -9.4% | -2.3% | -7.2% | -9.1% |
| 3Y | +43.1% | +41.9% | +1.2% | +28.7% |
| All | +97.2% | +57.0% | +40.2% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling