+8,068.1%
TJX vs PBR
+1,899.4%
+6,168.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.6% | +5.4% | -10.0% | -5.4% |
| 30D | -17.2% | +22.9% | -40.0% | -19.9% |
| 3M | -24.9% | +19.6% | -44.5% | -27.2% |
| 6M | -19.7% | +16.5% | -36.1% | -22.1% |
| YTD | -17.2% | +86.7% | -103.9% | -25.8% |
| 1Y | -9.4% | +74.7% | -84.1% | -18.1% |
| 3Y | +43.1% | +102.6% | -59.5% | +24.4% |
| 5Y | +96.7% | +566.6% | -469.9% | +35.9% |
| 10Y | +287.7% | +686.1% | -398.3% | +137.4% |
| All | +8,068.1% | +1,899.4% | +6,168.8% | +3,436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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