+97.3%
TJX vs SPG
+103.4%
-6.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -4.4% | -2.2% | -2.2% | -3.5% |
| 30D | -18.6% | -5.8% | -12.8% | -16.7% |
| 3M | -24.4% | -2.8% | -21.6% | -23.6% |
| 6M | -20.2% | +8.9% | -29.1% | -23.0% |
| YTD | -16.9% | +14.3% | -31.2% | -21.4% |
| 1Y | -8.5% | +19.5% | -28.0% | -15.0% |
| 3Y | +43.7% | +106.9% | -63.1% | +3.3% |
| 5Y | +97.3% | +108.7% | -11.4% | +35.6% |
| All | +97.3% | +103.4% | -6.0% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling