+53.3%
TJX vs PRU
+56.8%
-3.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -0.3% | +3.6% | -4.0% | -1.3% |
| 30D | -5.6% | +8.9% | -14.5% | -7.6% |
| 3M | -12.3% | +0.2% | -12.5% | -12.4% |
| 6M | -7.7% | +23.7% | -31.4% | -12.5% |
| YTD | -11.4% | +13.7% | -25.1% | -14.5% |
| 1Y | -7.0% | +20.6% | -27.7% | -11.8% |
| 3Y | +53.3% | +56.3% | -3.1% | +30.9% |
| All | +53.3% | +56.8% | -3.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · 6 months rolling