+23,926.1%
TJX vs CPRT
+22,534.7%
+1,391.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.3% | -0.4% | 0.0% | -0.3% |
| 30D | -5.6% | +21.2% | -26.8% | -9.0% |
| 3M | -12.3% | +8.3% | -20.6% | -14.1% |
| 6M | -7.7% | -3.4% | -4.3% | -7.7% |
| YTD | -11.4% | -18.7% | +7.3% | -8.7% |
| 1Y | -7.0% | -23.5% | +16.5% | -3.0% |
| 3Y | +53.3% | -34.2% | +87.4% | +63.6% |
| 5Y | +109.9% | -18.2% | +128.1% | +113.7% |
| 10Y | +310.0% | +370.9% | -61.0% | +214.4% |
| All | +23,926.1% | +22,534.7% | +1,391.4% | +11,165.6% |
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