+34,272.4%
TJX vs STZ
+9,075.1%
+25,197.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -1.2% |
| 7D | -3.3% | -7.4% | +4.1% | -1.7% |
| 30D | -19.9% | -10.9% | -9.0% | -17.9% |
| 3M | -19.0% | -13.4% | -5.6% | -16.7% |
| 6M | -18.6% | -16.2% | -2.4% | -15.7% |
| YTD | -15.3% | -10.4% | -4.8% | -13.8% |
| 1Y | -7.3% | -14.8% | +7.4% | -4.9% |
| 3Y | +46.6% | -50.1% | +96.7% | +66.9% |
| 5Y | +98.5% | -38.8% | +137.3% | +115.2% |
| 10Y | +289.1% | -14.1% | +303.2% | +289.1% |
| All | +34,272.4% | +9,075.1% | +25,197.3% | +15,450.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded STZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling