-8.5%
TJX vs TPR
+9.7%
-18.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -4.4% | -5.1% | +0.8% | -3.6% |
| 30D | -18.6% | -27.6% | +9.0% | -14.7% |
| 3M | -24.4% | -17.5% | -6.9% | -22.6% |
| 6M | -20.2% | -21.3% | +1.1% | -18.2% |
| YTD | -16.9% | -8.5% | -8.5% | -16.3% |
| 1Y | -8.5% | +11.5% | -20.0% | -9.3% |
| All | -8.5% | +9.7% | -18.2% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling