+288.1%
TJX vs RF
+334.5%
-46.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -4.0% | -0.1% | -3.8% | -3.9% |
| 30D | -20.3% | -4.0% | -16.3% | -19.1% |
| 3M | -23.3% | +5.6% | -28.8% | -24.9% |
| 6M | -19.7% | +13.1% | -32.8% | -23.4% |
| YTD | -17.1% | +13.6% | -30.7% | -21.4% |
| 1Y | -8.8% | +16.0% | -24.7% | -14.4% |
| 3Y | +43.4% | +90.2% | -46.8% | +7.7% |
| 5Y | +95.2% | +87.0% | +8.2% | +42.9% |
| 10Y | +288.1% | +338.5% | -50.4% | +102.2% |
| All | +288.1% | +334.5% | -46.5% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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