+5,446.4%
TJX vs SRE
+1,524.7%
+3,921.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | -18.6% | -1.7% | -16.8% | -18.2% |
| 3M | -24.4% | -7.1% | -17.3% | -22.5% |
| 6M | -20.2% | -8.4% | -11.9% | -18.0% |
| YTD | -16.9% | -3.5% | -13.4% | -16.4% |
| 1Y | -8.5% | +5.4% | -13.9% | -11.3% |
| 3Y | +43.7% | +29.5% | +14.2% | +24.9% |
| 5Y | +97.3% | +48.3% | +49.0% | +60.3% |
| 10Y | +289.0% | +123.5% | +165.5% | +164.6% |
| All | +5,446.4% | +1,524.7% | +3,921.7% | +1,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling