+283.6%
TJX vs TSCO
+185.7%
+97.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -4.6% | -5.7% | +1.1% | -2.8% |
| 30D | -17.2% | -8.8% | -8.4% | -14.7% |
| 3M | -24.9% | +6.3% | -31.2% | -26.7% |
| 6M | -19.7% | -32.3% | +12.6% | -9.5% |
| YTD | -17.2% | -32.7% | +15.5% | -7.0% |
| 1Y | -9.4% | -43.7% | +34.3% | +8.1% |
| 3Y | +43.1% | -19.7% | +62.7% | +46.5% |
| 5Y | +96.7% | -11.6% | +108.3% | +88.9% |
| All | +283.6% | +185.7% | +97.9% | +124.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling