+43.1%
TJX vs TSCO
-19.8%
+62.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -4.6% | -5.7% | +1.1% | -3.5% |
| 30D | -17.2% | -8.8% | -8.4% | -15.7% |
| 3M | -24.9% | +6.3% | -31.2% | -26.0% |
| 6M | -19.7% | -32.3% | +12.6% | -13.0% |
| YTD | -17.2% | -32.7% | +15.5% | -10.6% |
| 1Y | -9.4% | -43.7% | +34.3% | +2.0% |
| 3Y | +43.1% | -19.7% | +62.7% | +44.3% |
| All | +43.1% | -19.8% | +62.9% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling