+284.9%
TJX vs STRL
+6,846.4%
-6,561.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -4.4% | +5.4% | -9.8% | -5.1% |
| 30D | -18.6% | -9.0% | -9.6% | -17.7% |
| 3M | -24.4% | -37.1% | +12.7% | -20.6% |
| 6M | -20.2% | +17.8% | -38.1% | -26.8% |
| YTD | -16.9% | +58.3% | -75.3% | -28.2% |
| 1Y | -8.5% | +61.0% | -69.5% | -22.5% |
| 3Y | +43.7% | +517.8% | -474.1% | -14.3% |
| 5Y | +97.3% | +2,119.0% | -2,021.7% | -16.6% |
| All | +284.9% | +6,846.4% | -6,561.6% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling