+190.2%
TJX vs REPL
-19.2%
+209.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -4.6% | -14.1% | +9.5% | -4.2% |
| 30D | -17.2% | -15.2% | -1.9% | -16.8% |
| 3M | -24.9% | +49.9% | -74.8% | -26.6% |
| 6M | -19.7% | +63.5% | -83.2% | -24.0% |
| YTD | -17.2% | +32.9% | -50.1% | -21.2% |
| 1Y | -9.4% | +115.0% | -124.4% | -17.1% |
| 3Y | +43.1% | -34.7% | +77.8% | +27.3% |
| 5Y | +96.7% | -59.7% | +156.4% | +77.7% |
| All | +190.2% | -19.2% | +209.4% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded REPL 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling