+87.0%
TJX vs AUR
-35.7%
+122.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -4.6% | +1.4% | -6.0% | -4.7% |
| 30D | -17.2% | -6.4% | -10.8% | -17.0% |
| 3M | -24.9% | +7.7% | -32.6% | -25.4% |
| 6M | -19.7% | +44.5% | -64.2% | -21.8% |
| YTD | -17.2% | +67.4% | -84.6% | -20.2% |
| 1Y | -9.4% | +15.4% | -24.9% | -11.2% |
| 3Y | +43.1% | +94.8% | -51.8% | +29.4% |
| 5Y | +96.7% | -35.1% | +131.8% | +68.5% |
| All | +87.0% | -35.7% | +122.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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