-9.4%
TJX vs SPG
+19.1%
-28.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | -17.2% | -6.1% | -11.0% | -15.2% |
| 3M | -24.9% | -3.6% | -21.3% | -23.9% |
| 6M | -19.7% | +10.4% | -30.1% | -22.1% |
| YTD | -17.2% | +14.4% | -31.6% | -20.1% |
| 1Y | -9.4% | +16.5% | -26.0% | -13.3% |
| All | -9.4% | +19.1% | -28.5% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling