+98.5%
TJX vs RF
+89.9%
+8.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -3.3% | +2.7% | -5.9% | -4.0% |
| 30D | -19.9% | -3.4% | -16.5% | -19.1% |
| 3M | -19.0% | +6.4% | -25.4% | -20.5% |
| 6M | -18.6% | +13.4% | -32.0% | -21.4% |
| YTD | -15.3% | +14.2% | -29.5% | -18.7% |
| 1Y | -7.3% | +15.7% | -23.0% | -11.6% |
| 3Y | +46.6% | +91.3% | -44.8% | +17.5% |
| 5Y | +98.5% | +89.8% | +8.7% | +55.9% |
| All | +98.5% | +89.9% | +8.5% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling