+316.3%
TJX vs PR
+65.1%
+251.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -0.5% | -9.5% | +9.0% | 0.0% |
| 30D | -1.3% | -5.7% | +4.4% | -1.1% |
| 3M | -13.5% | +3.0% | -16.5% | -13.8% |
| 6M | -10.1% | +11.8% | -22.0% | -10.9% |
| YTD | -10.0% | +58.5% | -68.5% | -12.5% |
| 1Y | -5.5% | +69.9% | -75.4% | -8.5% |
| 3Y | +55.5% | +84.9% | -29.4% | +48.8% |
| 5Y | +112.6% | +246.4% | -133.8% | +94.0% |
| 10Y | +316.3% | +70.3% | +246.0% | +306.9% |
| All | +316.3% | +65.1% | +251.2% | +306.9% |
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