+284.9%
TJX vs SYK
+173.6%
+111.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.2% |
| 7D | -4.4% | -12.3% | +8.0% | +1.5% |
| 30D | -18.6% | -22.4% | +3.9% | -8.5% |
| 3M | -24.4% | -12.3% | -12.0% | -20.5% |
| 6M | -20.2% | -24.3% | +4.1% | -10.4% |
| YTD | -16.9% | -22.8% | +5.8% | -7.9% |
| 1Y | -8.5% | -28.8% | +20.3% | +5.3% |
| 3Y | +43.7% | -4.0% | +47.7% | +38.5% |
| 5Y | +97.3% | +3.8% | +93.5% | +77.4% |
| All | +284.9% | +173.6% | +111.3% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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