+97.3%
TJX vs STZ
-37.5%
+134.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.2% |
| 7D | -4.4% | -4.1% | -0.3% | -3.4% |
| 30D | -18.6% | -7.6% | -11.0% | -17.1% |
| 3M | -24.4% | -12.3% | -12.1% | -22.1% |
| 6M | -20.2% | -16.3% | -3.9% | -17.1% |
| YTD | -16.9% | -8.4% | -8.6% | -15.9% |
| 1Y | -8.5% | -10.8% | +2.3% | -7.0% |
| 3Y | +43.7% | -49.0% | +92.7% | +69.1% |
| 5Y | +97.3% | -36.5% | +133.8% | +101.2% |
| All | +97.3% | -37.5% | +134.8% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling