+2,389.0%
TJX vs CAPR
-99.0%
+2,488.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -1.1% |
| 7D | -0.3% | +5.9% | -6.2% | -0.4% |
| 30D | -5.6% | +44.6% | -50.2% | -5.9% |
| 3M | -12.3% | +126.4% | -138.7% | -13.1% |
| 6M | -7.7% | -68.6% | +60.9% | -7.4% |
| YTD | -11.4% | -67.0% | +55.6% | -11.3% |
| 1Y | -7.0% | +65.2% | -72.2% | -10.0% |
| 3Y | +53.3% | +235.6% | -182.3% | +45.1% |
| 5Y | +109.9% | +175.4% | -65.5% | +97.9% |
| 10Y | +310.0% | -65.0% | +374.9% | +275.6% |
| All | +2,389.0% | -99.0% | +2,488.0% | +2,092.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling