+43,607.4%
TJX vs SYY
+4,545.1%
+39,062.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -3.1% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -20.3% | -2.7% | -17.6% | -19.5% |
| 3M | -23.3% | +5.9% | -29.1% | -25.2% |
| 6M | -19.7% | -2.3% | -17.4% | -19.8% |
| YTD | -17.1% | +13.1% | -30.2% | -22.6% |
| 1Y | -8.8% | +3.8% | -12.5% | -11.8% |
| 3Y | +43.4% | +26.7% | +16.7% | +25.5% |
| 5Y | +95.2% | +19.4% | +75.8% | +73.3% |
| 10Y | +288.1% | +112.0% | +176.1% | +156.8% |
| All | +43,607.4% | +4,545.1% | +39,062.3% | +7,498.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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