+316.4%
TJX vs STT
+198.3%
+118.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +4.8% | -5.1% | -2.1% |
| 30D | -5.6% | +3.9% | -9.5% | -7.0% |
| 3M | -12.3% | -8.2% | -4.2% | -9.6% |
| 6M | -7.7% | +15.6% | -23.3% | -13.2% |
| YTD | -11.4% | +37.6% | -49.0% | -22.6% |
| 1Y | -7.0% | +50.1% | -57.2% | -21.6% |
| 3Y | +53.3% | +183.1% | -129.8% | -2.2% |
| 5Y | +109.9% | +104.8% | +5.1% | +47.6% |
| All | +316.4% | +198.3% | +118.2% | +136.3% |
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