+108.3%
TJX vs CAPR
+172.3%
-63.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -1.2% |
| 7D | -0.3% | +5.9% | -6.2% | -0.4% |
| 30D | -5.6% | +44.6% | -50.2% | -5.7% |
| 3M | -12.3% | +126.4% | -138.7% | -12.6% |
| 6M | -7.7% | -68.6% | +60.9% | -7.5% |
| YTD | -11.4% | -67.0% | +55.6% | -11.3% |
| 1Y | -7.0% | +65.2% | -72.2% | -8.5% |
| 3Y | +53.3% | +235.6% | -182.3% | +41.2% |
| All | +108.3% | +172.3% | -63.9% | +90.3% |
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