+97.2%
TJX vs SRE
+45.6%
+51.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.4% |
| 30D | -17.2% | -3.0% | -14.2% | -16.6% |
| 3M | -24.9% | -8.3% | -16.6% | -23.4% |
| 6M | -19.7% | -8.9% | -10.8% | -18.0% |
| YTD | -17.2% | -4.3% | -12.9% | -16.7% |
| 1Y | -9.4% | +2.7% | -12.2% | -10.7% |
| 3Y | +43.1% | +28.7% | +14.4% | +27.3% |
| All | +97.2% | +45.6% | +51.6% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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