+44,577.7%
TJX vs SO
+6,037.0%
+38,540.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -3.3% | +1.0% | -4.3% | -3.6% |
| 30D | -19.9% | -3.2% | -16.7% | -18.9% |
| 3M | -19.0% | -1.7% | -17.3% | -18.6% |
| 6M | -18.6% | -7.2% | -11.4% | -16.4% |
| YTD | -15.3% | +4.6% | -19.9% | -17.0% |
| 1Y | -7.3% | +1.2% | -8.6% | -8.2% |
| 3Y | +46.6% | +45.3% | +1.3% | +25.0% |
| 5Y | +98.5% | +58.7% | +39.8% | +61.5% |
| 10Y | +289.1% | +155.9% | +133.2% | +161.3% |
| All | +44,577.7% | +6,037.0% | +38,540.7% | +9,526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling