+300.2%
TJX vs SPMO
+562.6%
-262.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +1.3% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | -18.6% | -0.7% | -17.9% | -18.4% |
| 3M | -24.4% | +2.8% | -27.2% | -27.0% |
| 6M | -20.2% | +24.4% | -44.7% | -32.5% |
| YTD | -16.9% | +24.2% | -41.1% | -29.9% |
| 1Y | -8.5% | +24.5% | -33.0% | -23.2% |
| 3Y | +43.7% | +155.6% | -111.8% | -29.7% |
| 5Y | +97.3% | +148.2% | -50.9% | -1.6% |
| 10Y | +289.0% | +514.8% | -225.8% | +17.1% |
| All | +300.2% | +562.6% | -262.4% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling