+21,480.9%
TJX vs SPG
+5,319.3%
+16,161.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.8% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -19.9% | -4.9% | -14.9% | -18.5% |
| 3M | -19.0% | +3.3% | -22.4% | -20.0% |
| 6M | -18.6% | +11.2% | -29.8% | -21.5% |
| YTD | -15.3% | +17.1% | -32.3% | -19.8% |
| 1Y | -7.3% | +21.6% | -28.9% | -13.4% |
| 3Y | +46.6% | +111.9% | -65.3% | +12.5% |
| 5Y | +98.5% | +106.9% | -8.4% | +51.7% |
| 10Y | +289.1% | +62.2% | +226.9% | +188.3% |
| All | +21,480.9% | +5,319.3% | +16,161.6% | +5,015.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling