+43.1%
TJX vs SPMO
+155.8%
-112.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.6% | -0.9% | -3.6% | -4.4% |
| 30D | -17.2% | -1.9% | -15.2% | -16.9% |
| 3M | -24.9% | -1.4% | -23.5% | -25.1% |
| 6M | -19.7% | +25.5% | -45.2% | -26.1% |
| YTD | -17.2% | +24.8% | -42.0% | -23.8% |
| 1Y | -9.4% | +24.5% | -33.9% | -16.7% |
| 3Y | +43.1% | +157.1% | -114.1% | -8.2% |
| All | +43.1% | +155.8% | -112.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling