+288.1%
TJX vs PCAR
+361.0%
-73.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -20.3% | -6.9% | -13.5% | -17.9% |
| 3M | -23.3% | +2.1% | -25.4% | -24.5% |
| 6M | -19.7% | +1.6% | -21.3% | -21.1% |
| YTD | -17.1% | +12.2% | -29.4% | -22.3% |
| 1Y | -8.8% | +28.0% | -36.8% | -19.8% |
| 3Y | +43.4% | +61.0% | -17.6% | +7.2% |
| 5Y | +95.2% | +163.9% | -68.7% | +9.2% |
| 10Y | +288.1% | +367.9% | -79.9% | +64.6% |
| All | +288.1% | +361.0% | -73.0% | +64.6% |
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