+23,433.5%
TJX vs CPRT
+23,878.7%
-445.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.2% | +2.2% | -4.5% | -2.7% |
| 30D | -17.1% | +16.6% | -33.8% | -19.8% |
| 3M | -16.5% | +9.6% | -26.1% | -18.2% |
| 6M | -17.8% | -11.1% | -6.7% | -16.3% |
| YTD | -13.2% | -13.9% | +0.7% | -11.3% |
| 1Y | -5.2% | -32.5% | +27.3% | +1.4% |
| 3Y | +48.2% | -25.0% | +73.3% | +54.6% |
| 5Y | +99.8% | -7.4% | +107.2% | +99.1% |
| 10Y | +291.1% | +422.0% | -130.9% | +195.3% |
| All | +23,433.5% | +23,878.7% | -445.2% | +10,836.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling