+284.9%
TJX vs STT
+267.9%
+17.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.4% | -1.4% | -3.0% | -3.9% |
| 30D | -18.6% | +2.2% | -20.7% | -19.3% |
| 3M | -24.4% | +18.8% | -43.2% | -29.4% |
| 6M | -20.2% | +57.9% | -78.2% | -33.4% |
| YTD | -16.9% | +51.0% | -67.9% | -29.8% |
| 1Y | -8.5% | +77.1% | -85.7% | -27.6% |
| 3Y | +43.7% | +199.8% | -156.1% | -9.9% |
| 5Y | +97.3% | +156.0% | -58.6% | +26.5% |
| All | +284.9% | +267.9% | +17.0% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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