+43.1%
TJX vs STLA
-66.1%
+109.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | -4.6% | -2.9% | -1.7% | -4.3% |
| 30D | -17.2% | +0.9% | -18.1% | -17.3% |
| 3M | -24.9% | -21.6% | -3.3% | -23.4% |
| 6M | -19.7% | -21.6% | +2.0% | -18.2% |
| YTD | -17.2% | -50.4% | +33.2% | -12.7% |
| 1Y | -9.4% | -43.6% | +34.1% | -6.1% |
| 3Y | +43.1% | -66.4% | +109.5% | +50.3% |
| All | +43.1% | -66.1% | +109.2% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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