+283.6%
TJX vs TPR
+327.7%
-44.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.0% |
| 7D | -4.6% | -3.0% | -1.6% | -3.7% |
| 30D | -17.2% | -22.6% | +5.5% | -11.0% |
| 3M | -24.9% | -18.2% | -6.7% | -20.8% |
| 6M | -19.7% | -18.0% | -1.7% | -15.9% |
| YTD | -17.2% | -6.4% | -10.8% | -17.3% |
| 1Y | -9.4% | +12.3% | -21.7% | -15.3% |
| 3Y | +43.1% | +298.7% | -255.6% | -17.3% |
| 5Y | +96.7% | +232.5% | -135.8% | +15.6% |
| All | +283.6% | +327.7% | -44.1% | +70.6% |
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