+98.5%
TJX vs SUI
-32.1%
+130.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -3.3% | -3.1% | -0.1% | -2.4% |
| 30D | -19.9% | -2.3% | -17.5% | -19.4% |
| 3M | -19.0% | -2.8% | -16.2% | -18.5% |
| 6M | -18.6% | -12.4% | -6.2% | -15.8% |
| YTD | -15.3% | -3.3% | -12.0% | -14.7% |
| 1Y | -7.3% | -5.8% | -1.5% | -6.2% |
| 3Y | +46.6% | +12.5% | +34.1% | +38.5% |
| 5Y | +98.5% | -32.9% | +131.3% | +131.1% |
| All | +98.5% | -32.1% | +130.6% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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