+313.7%
TJX vs PR
+149.9%
+163.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.1% | +2.1% |
| 7D | -2.0% | -12.4% | +10.3% | -1.4% |
| 30D | -0.5% | -6.6% | +6.1% | -0.2% |
| 3M | -14.1% | +7.5% | -21.6% | -14.6% |
| 6M | -9.4% | +10.8% | -20.1% | -10.0% |
| YTD | -9.2% | +57.0% | -66.3% | -11.7% |
| 1Y | -3.3% | +67.9% | -71.3% | -6.3% |
| 3Y | +57.1% | +87.6% | -30.4% | +50.3% |
| 5Y | +112.3% | +220.4% | -108.1% | +94.6% |
| 10Y | +328.2% | +64.8% | +263.4% | +308.0% |
| All | +313.7% | +149.9% | +163.9% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling