-2.4%
TJX vs TSCO
-29.5%
+27.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.3% |
| 7D | -2.0% | +8.8% | -10.8% | -3.1% |
| 30D | +1.1% | +13.4% | -12.2% | -0.5% |
| 3M | -13.1% | +10.3% | -23.4% | -14.3% |
| 6M | -10.0% | +13.7% | -23.7% | -11.6% |
| YTD | -8.9% | -25.4% | +16.4% | -6.9% |
| 1Y | -2.4% | -30.5% | +28.1% | +1.7% |
| All | -2.4% | -29.5% | +27.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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