+1,374.4%
TJX vs SSNC
+1,021.3%
+353.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | -4.0% | -3.9% | -0.1% | -2.6% |
| 30D | -20.3% | -0.2% | -20.2% | -20.3% |
| 3M | -23.3% | +15.9% | -39.2% | -27.4% |
| 6M | -19.7% | +7.5% | -27.2% | -22.3% |
| YTD | -17.1% | -8.2% | -8.9% | -15.6% |
| 1Y | -8.8% | -9.3% | +0.5% | -6.9% |
| 3Y | +43.4% | +48.5% | -5.1% | +20.9% |
| 5Y | +95.2% | +16.0% | +79.2% | +78.0% |
| 10Y | +288.1% | +169.2% | +118.9% | +168.9% |
| All | +1,374.4% | +1,021.3% | +353.1% | +629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling