+5,730.1%
TJX vs TPR
+7,380.8%
-1,650.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | -2.3% | +0.1% | -1.5% |
| 30D | -17.1% | -23.0% | +5.8% | -10.7% |
| 3M | -16.5% | -12.5% | -4.0% | -13.7% |
| 6M | -17.8% | -21.4% | +3.6% | -12.7% |
| YTD | -13.2% | -3.5% | -9.7% | -14.0% |
| 1Y | -5.2% | +17.4% | -22.5% | -12.5% |
| 3Y | +48.2% | +291.3% | -243.0% | -12.2% |
| 5Y | +99.8% | +241.9% | -142.1% | +18.6% |
| 10Y | +291.1% | +322.7% | -31.6% | +90.1% |
| All | +5,730.1% | +7,380.8% | -1,650.7% | +1,082.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling