+98.5%
TJX vs PR
+409.5%
-311.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -19.9% | +17.4% | -37.2% | -20.9% |
| 3M | -19.0% | +21.8% | -40.8% | -20.5% |
| 6M | -18.6% | +27.6% | -46.2% | -20.5% |
| YTD | -15.3% | +71.4% | -86.7% | -19.7% |
| 1Y | -7.3% | +78.3% | -85.7% | -12.6% |
| 3Y | +46.6% | +85.5% | -38.9% | +35.6% |
| 5Y | +98.5% | +422.7% | -324.2% | +56.5% |
| All | +98.5% | +409.5% | -311.0% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling