+43.2%
TJX vs STRL
+526.3%
-483.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -4.0% | +8.2% | -12.2% | -4.1% |
| 30D | -20.3% | -6.3% | -14.0% | -20.2% |
| 3M | -23.3% | -41.2% | +17.9% | -22.2% |
| 6M | -19.7% | +20.4% | -40.1% | -22.1% |
| YTD | -17.1% | +61.7% | -78.8% | -21.0% |
| 1Y | -8.8% | +72.7% | -81.5% | -14.1% |
| All | +43.2% | +526.3% | -483.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling