+97.2%
TJX vs SPXS
-86.0%
+183.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.8% |
| 7D | -4.6% | +2.5% | -7.1% | -4.0% |
| 30D | -17.2% | +4.2% | -21.4% | -16.4% |
| 3M | -24.9% | -9.3% | -15.6% | -26.3% |
| 6M | -19.7% | -30.7% | +11.0% | -25.5% |
| YTD | -17.2% | -28.1% | +10.9% | -22.4% |
| 1Y | -9.4% | -35.1% | +25.6% | -16.9% |
| 3Y | +43.1% | -79.6% | +122.7% | +4.0% |
| All | +97.2% | -86.0% | +183.2% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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