+316.4%
TJX vs TPR
+364.3%
-47.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -5.6% | +15.1% | -20.7% | -9.8% |
| 3M | -12.3% | +3.5% | -15.9% | -13.6% |
| 6M | -7.7% | +0.4% | -8.1% | -9.1% |
| YTD | -11.4% | +4.6% | -16.0% | -14.8% |
| 1Y | -7.0% | +33.1% | -40.1% | -17.3% |
| 3Y | +53.3% | +396.0% | -342.7% | -17.8% |
| 5Y | +109.9% | +230.3% | -120.4% | +24.4% |
| All | +316.4% | +364.3% | -47.9% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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