+116.8%
TJX vs COMP
-47.7%
+164.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.2% | +1.4% | -3.6% | -2.4% |
| 30D | -17.1% | -13.3% | -3.8% | -16.4% |
| 3M | -16.5% | +41.1% | -57.6% | -18.9% |
| 6M | -17.8% | +17.2% | -35.0% | -19.6% |
| YTD | -13.2% | +5.2% | -18.4% | -14.6% |
| 1Y | -5.2% | +18.9% | -24.1% | -7.9% |
| 3Y | +48.2% | +215.9% | -167.7% | +28.6% |
| 5Y | +99.8% | -31.2% | +131.0% | +82.9% |
| All | +116.8% | -47.7% | +164.4% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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