+97.2%
TJX vs SPY
+82.3%
+14.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -4.6% | -0.8% | -3.8% | -4.1% |
| 30D | -17.2% | -1.1% | -16.1% | -16.6% |
| 3M | -24.9% | +3.9% | -28.8% | -26.9% |
| 6M | -19.7% | +13.6% | -33.3% | -26.6% |
| YTD | -17.2% | +12.7% | -29.9% | -24.1% |
| 1Y | -9.4% | +17.5% | -26.9% | -19.5% |
| 3Y | +43.1% | +76.9% | -33.8% | -8.7% |
| All | +97.2% | +82.3% | +14.9% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling