+284.9%
TJX vs AR
+44.6%
+240.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.4% | -1.3% | -3.1% | -4.3% |
| 30D | -18.6% | +3.5% | -22.1% | -18.8% |
| 3M | -24.4% | +9.9% | -34.3% | -25.0% |
| 6M | -20.2% | +4.5% | -24.8% | -20.8% |
| YTD | -16.9% | +13.7% | -30.6% | -18.2% |
| 1Y | -8.5% | +19.2% | -27.7% | -10.4% |
| 3Y | +43.7% | +46.2% | -2.4% | +36.3% |
| 5Y | +97.3% | +145.9% | -48.6% | +75.5% |
| All | +284.9% | +44.6% | +240.3% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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