-5.2%
TJX vs STRL
+76.3%
-81.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | 0.0% |
| 7D | -2.2% | +3.4% | -5.6% | -2.2% |
| 30D | -17.1% | -9.2% | -7.9% | -17.2% |
| 3M | -16.5% | -51.0% | +34.6% | -16.7% |
| 6M | -17.8% | +15.8% | -33.6% | -18.7% |
| YTD | -13.2% | +58.9% | -72.1% | -13.3% |
| 1Y | -5.2% | +68.5% | -73.7% | -5.0% |
| All | -5.2% | +76.3% | -81.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling