+314.8%
TJX vs PCAR
+290.1%
+24.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.4% |
| 7D | -5.7% | +2.2% | -7.9% | -6.6% |
| 30D | -3.9% | +0.3% | -4.2% | -4.0% |
| 3M | -12.1% | -17.9% | +5.8% | -4.6% |
| 6M | -7.8% | -3.4% | -4.4% | -7.4% |
| YTD | -10.4% | -0.1% | -10.3% | -11.9% |
| 1Y | -5.5% | +13.4% | -18.9% | -12.4% |
| 3Y | +55.0% | +37.2% | +17.8% | +24.5% |
| 5Y | +114.2% | +117.3% | -3.1% | +31.1% |
| 10Y | +314.8% | +295.0% | +19.9% | +96.2% |
| All | +314.8% | +290.1% | +24.7% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling