+43,572.7%
TJX vs SU
+61,601.3%
-18,028.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | +2.2% | -6.8% | -4.6% |
| 30D | -17.2% | +8.4% | -25.6% | -17.2% |
| 3M | -24.9% | +12.1% | -37.0% | -24.9% |
| 6M | -19.7% | +19.7% | -39.3% | -19.7% |
| YTD | -17.2% | +58.4% | -75.6% | -17.2% |
| 1Y | -9.4% | +67.2% | -76.7% | -9.5% |
| 3Y | +43.1% | +125.0% | -82.0% | +43.0% |
| 5Y | +96.7% | +355.1% | -258.4% | +96.5% |
| 10Y | +287.7% | +263.7% | +24.1% | +287.4% |
| All | +43,572.7% | +61,601.3% | -18,028.5% | +43,649.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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