+43.1%
TJX vs STT
+197.5%
-154.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -4.6% | -0.4% | -4.1% | -4.5% |
| 30D | -17.2% | +1.7% | -18.9% | -17.4% |
| 3M | -24.9% | +17.9% | -42.8% | -27.5% |
| 6M | -19.7% | +55.3% | -75.0% | -27.1% |
| YTD | -17.2% | +52.7% | -69.9% | -24.8% |
| 1Y | -9.4% | +75.7% | -85.1% | -20.7% |
| 3Y | +43.1% | +197.9% | -154.8% | +8.8% |
| All | +43.1% | +197.5% | -154.4% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling