+43.2%
TJX vs CPRT
-28.6%
+71.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.8% |
| 7D | -4.0% | -0.4% | -3.5% | -3.9% |
| 30D | -20.3% | +8.2% | -28.6% | -22.1% |
| 3M | -23.3% | +2.3% | -25.6% | -24.0% |
| 6M | -19.7% | -14.7% | -5.0% | -16.8% |
| YTD | -17.1% | -18.2% | +1.1% | -13.4% |
| 1Y | -8.8% | -33.4% | +24.6% | +1.6% |
| All | +43.2% | -28.6% | +71.8% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling