+283.6%
TJX vs SPY
+322.5%
-38.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | -4.6% | -0.8% | -3.8% | -4.0% |
| 30D | -17.2% | -1.1% | -16.1% | -16.4% |
| 3M | -24.9% | +3.9% | -28.8% | -27.6% |
| 6M | -19.7% | +13.6% | -33.3% | -28.6% |
| YTD | -17.2% | +12.7% | -29.9% | -26.0% |
| 1Y | -9.4% | +17.5% | -26.9% | -22.3% |
| 3Y | +43.1% | +76.9% | -33.8% | -18.0% |
| 5Y | +96.7% | +83.6% | +13.1% | +8.1% |
| All | +283.6% | +322.5% | -38.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling