+97.2%
TJX vs STT
+156.7%
-59.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -4.6% | -0.4% | -4.1% | -4.5% |
| 30D | -17.2% | +1.7% | -18.9% | -17.6% |
| 3M | -24.9% | +17.9% | -42.8% | -28.7% |
| 6M | -19.7% | +55.3% | -75.0% | -29.9% |
| YTD | -17.2% | +52.7% | -69.9% | -27.7% |
| 1Y | -9.4% | +75.7% | -85.1% | -24.6% |
| 3Y | +43.1% | +197.9% | -154.8% | -2.1% |
| All | +97.2% | +156.7% | -59.5% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling