+43.1%
TJX vs SSNC
+49.3%
-6.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -4.6% | -4.0% | -0.5% | -3.6% |
| 30D | -17.2% | +0.5% | -17.7% | -17.3% |
| 3M | -24.9% | +18.9% | -43.8% | -28.3% |
| 6M | -19.7% | +10.8% | -30.5% | -22.1% |
| YTD | -17.2% | -7.1% | -10.1% | -16.1% |
| 1Y | -9.4% | -9.6% | +0.2% | -7.5% |
| 3Y | +43.1% | +51.1% | -8.0% | +23.1% |
| All | +43.1% | +49.3% | -6.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 3y: compounded portfolio wealth divided by compounded SSNC 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…
3y analysis · Full analysis span regression · 6 months rolling