+95.2%
TJX vs TPR
+225.0%
-129.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.4% |
| 7D | -4.0% | -7.3% | +3.4% | -2.3% |
| 30D | -20.3% | -30.7% | +10.4% | -13.8% |
| 3M | -23.3% | -21.6% | -1.6% | -19.4% |
| 6M | -19.7% | -21.3% | +1.6% | -16.1% |
| YTD | -17.1% | -10.2% | -7.0% | -16.4% |
| 1Y | -8.8% | +9.5% | -18.3% | -12.7% |
| 3Y | +43.4% | +280.8% | -237.4% | -7.2% |
| 5Y | +95.2% | +218.7% | -123.5% | +28.2% |
| All | +95.2% | +225.0% | -129.7% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling