+35,209.2%
TJX vs STRL
+19,988.0%
+15,221.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -2.5% |
| 7D | -3.3% | +10.1% | -13.4% | -3.7% |
| 30D | -19.9% | -8.2% | -11.7% | -19.6% |
| 3M | -19.0% | -43.7% | +24.6% | -17.4% |
| 6M | -18.6% | +27.1% | -45.7% | -20.6% |
| YTD | -15.3% | +64.0% | -79.3% | -18.5% |
| 1Y | -7.3% | +75.2% | -82.5% | -11.4% |
| 3Y | +46.6% | +539.9% | -493.3% | +30.2% |
| 5Y | +98.5% | +2,133.0% | -2,034.5% | +65.9% |
| 10Y | +289.1% | +7,178.3% | -6,889.2% | +207.3% |
| All | +35,209.2% | +19,988.0% | +15,221.2% | +25,183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling