+22,917.4%
TJX vs SPY
+3,040.6%
+19,876.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -4.4% | -2.0% | -2.4% | -2.7% |
| 30D | -18.6% | -1.7% | -16.9% | -17.4% |
| 3M | -24.4% | +4.7% | -29.1% | -27.6% |
| 6M | -20.2% | +12.5% | -32.7% | -28.6% |
| YTD | -16.9% | +11.7% | -28.7% | -25.4% |
| 1Y | -8.5% | +17.5% | -26.0% | -21.6% |
| 3Y | +43.7% | +76.6% | -32.8% | -16.2% |
| 5Y | +97.3% | +82.0% | +15.3% | +11.2% |
| 10Y | +289.0% | +317.1% | -28.2% | +5.7% |
| All | +22,917.4% | +3,040.6% | +19,876.9% | +724.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling