+97.3%
TJX vs CPRT
-14.1%
+111.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.6% |
| 7D | -4.4% | -8.4% | +4.1% | -1.4% |
| 30D | -18.6% | +4.6% | -23.2% | -20.3% |
| 3M | -24.4% | -1.9% | -22.4% | -24.4% |
| 6M | -20.2% | -15.3% | -4.9% | -16.0% |
| YTD | -16.9% | -21.5% | +4.5% | -10.3% |
| 1Y | -8.5% | -36.6% | +28.1% | +7.7% |
| 3Y | +43.7% | -31.2% | +74.9% | +58.4% |
| 5Y | +97.3% | -14.1% | +111.5% | +87.3% |
| All | +97.3% | -14.1% | +111.4% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling