+283.6%
TJX vs CPRT
+380.0%
-96.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.8% |
| 7D | -4.6% | -11.2% | +6.6% | +0.3% |
| 30D | -17.2% | +3.3% | -20.5% | -18.9% |
| 3M | -24.9% | -3.6% | -21.3% | -24.6% |
| 6M | -19.7% | -15.8% | -3.9% | -14.6% |
| YTD | -17.2% | -23.5% | +6.3% | -8.7% |
| 1Y | -9.4% | -38.8% | +29.3% | +10.2% |
| 3Y | +43.1% | -33.4% | +76.5% | +63.1% |
| 5Y | +96.7% | -16.4% | +113.1% | +95.4% |
| All | +283.6% | +380.0% | -96.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling