+288.1%
TJX vs PR
+88.3%
+199.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.2% |
| 7D | -4.0% | -0.8% | -3.1% | -3.9% |
| 30D | -20.3% | +11.3% | -31.6% | -20.8% |
| 3M | -23.3% | +24.1% | -47.3% | -24.2% |
| 6M | -19.7% | +25.4% | -45.1% | -20.9% |
| YTD | -17.1% | +71.2% | -88.3% | -19.7% |
| 1Y | -8.8% | +78.6% | -87.4% | -11.9% |
| 3Y | +43.4% | +85.2% | -41.9% | +37.2% |
| 5Y | +95.2% | +419.0% | -323.8% | +74.9% |
| 10Y | +288.1% | +86.2% | +201.8% | +273.8% |
| All | +288.1% | +88.3% | +199.7% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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