+45,672.8%
TJX vs PCAR
+15,337.6%
+30,335.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -17.1% | -6.2% | -10.9% | -15.4% |
| 3M | -16.5% | +5.9% | -22.4% | -18.5% |
| 6M | -17.8% | +0.4% | -18.2% | -18.5% |
| YTD | -13.2% | +14.8% | -28.0% | -18.0% |
| 1Y | -5.2% | +30.1% | -35.3% | -14.4% |
| 3Y | +48.2% | +66.7% | -18.4% | +19.9% |
| 5Y | +99.8% | +166.1% | -66.3% | +36.4% |
| 10Y | +291.1% | +353.7% | -62.6% | +121.2% |
| All | +45,672.8% | +15,337.6% | +30,335.3% | +6,988.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling