+1,318.8%
TJX vs STLA
+252.7%
+1,066.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.9% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -19.9% | -2.4% | -17.5% | -19.7% |
| 3M | -19.0% | -23.9% | +4.8% | -15.8% |
| 6M | -18.6% | -24.6% | +6.1% | -15.4% |
| YTD | -15.3% | -50.5% | +35.2% | -6.6% |
| 1Y | -7.3% | -39.8% | +32.5% | -1.9% |
| 3Y | +46.6% | -65.6% | +112.2% | +66.1% |
| 5Y | +98.5% | -62.1% | +160.6% | +117.3% |
| 10Y | +289.1% | +47.8% | +241.3% | +258.6% |
| All | +1,318.8% | +252.7% | +1,066.1% | +1,137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling