+44,577.8%
TJX vs STT
+7,281.4%
+37,296.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -3.3% | +2.2% | -5.4% | -3.9% |
| 30D | -19.9% | +3.9% | -23.8% | -20.8% |
| 3M | -19.0% | +19.2% | -38.2% | -23.5% |
| 6M | -18.6% | +60.4% | -78.9% | -29.8% |
| YTD | -15.3% | +51.5% | -66.8% | -26.0% |
| 1Y | -7.3% | +76.3% | -83.6% | -22.9% |
| 3Y | +46.6% | +200.7% | -154.2% | +2.0% |
| 5Y | +98.5% | +157.5% | -59.0% | +41.3% |
| 10Y | +289.1% | +262.0% | +27.1% | +140.4% |
| All | +44,577.8% | +7,281.4% | +37,296.4% | +6,325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling