+95.2%
TJX vs CAPR
+76.3%
+18.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.5% | -2.2% |
| 7D | -4.0% | -12.6% | +8.7% | -3.9% |
| 30D | -20.3% | +124.4% | -144.8% | -20.6% |
| 3M | -23.3% | -66.8% | +43.5% | -23.1% |
| 6M | -19.7% | -71.8% | +52.1% | -19.6% |
| YTD | -17.1% | -70.1% | +52.9% | -17.0% |
| 1Y | -8.8% | +33.3% | -42.1% | -10.1% |
| 3Y | +43.4% | +36.7% | +6.7% | +35.7% |
| 5Y | +95.2% | +72.5% | +22.8% | +80.3% |
| All | +95.2% | +76.3% | +18.9% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling