+97.2%
TJX vs STLA
-62.8%
+160.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 7D | -4.6% | -2.9% | -1.7% | -4.1% |
| 30D | -17.2% | +0.9% | -18.1% | -17.4% |
| 3M | -24.9% | -21.6% | -3.3% | -22.1% |
| 6M | -19.7% | -21.6% | +2.0% | -17.0% |
| YTD | -17.2% | -50.4% | +33.2% | -8.2% |
| 1Y | -9.4% | -43.6% | +34.1% | -2.9% |
| 3Y | +43.1% | -66.4% | +109.5% | +65.5% |
| All | +97.2% | -62.8% | +160.0% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling