+283.6%
TJX vs STZ
-11.3%
+295.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -4.6% | -4.5% | -0.1% | -3.0% |
| 30D | -17.2% | -8.6% | -8.6% | -14.5% |
| 3M | -24.9% | -13.8% | -11.1% | -20.9% |
| 6M | -19.7% | -17.2% | -2.5% | -14.4% |
| YTD | -17.2% | -9.4% | -7.8% | -15.4% |
| 1Y | -9.4% | -11.9% | +2.4% | -6.8% |
| 3Y | +43.1% | -49.6% | +92.7% | +81.2% |
| 5Y | +96.7% | -37.2% | +133.9% | +120.6% |
| All | +283.6% | -11.3% | +295.0% | +260.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling