-9.4%
TJX vs CPRT
-38.3%
+28.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | -4.6% | -11.2% | +6.6% | -3.3% |
| 30D | -17.2% | +3.3% | -20.5% | -17.9% |
| 3M | -24.9% | -3.6% | -21.3% | -24.9% |
| 6M | -19.7% | -15.8% | -3.9% | -18.8% |
| YTD | -17.2% | -23.5% | +6.3% | -16.0% |
| 1Y | -9.4% | -38.8% | +29.3% | -6.1% |
| All | -9.4% | -38.3% | +28.9% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling