+97.2%
TJX vs SOXQ
+258.1%
-160.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -4.6% | +0.8% | -5.3% | -4.7% |
| 30D | -17.2% | -4.6% | -12.6% | -16.6% |
| 3M | -24.9% | -10.2% | -14.7% | -24.2% |
| 6M | -19.7% | +49.7% | -69.3% | -27.9% |
| YTD | -17.2% | +67.2% | -84.4% | -27.8% |
| 1Y | -9.4% | +98.0% | -107.4% | -24.7% |
| 3Y | +43.1% | +237.2% | -194.1% | -2.9% |
| All | +97.2% | +258.1% | -160.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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