-9.1%
TJX vs CAPR
+35.8%
-45.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +0.2% |
| 7D | -4.4% | -10.6% | +6.2% | -4.4% |
| 30D | -18.6% | +111.2% | -129.8% | -18.5% |
| 3M | -24.4% | -67.2% | +42.9% | -24.3% |
| 6M | -20.2% | -75.1% | +54.9% | -20.2% |
| YTD | -16.9% | -71.2% | +54.3% | -16.9% |
| All | -9.1% | +35.8% | -45.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling