+97.2%
TJX vs TSN
-17.2%
+114.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.6% | +3.0% | -7.6% | -5.1% |
| 30D | -17.2% | -4.2% | -13.0% | -16.7% |
| 3M | -24.9% | -3.9% | -21.0% | -24.5% |
| 6M | -19.7% | -9.8% | -9.8% | -18.6% |
| YTD | -17.2% | -7.3% | -9.9% | -16.6% |
| 1Y | -9.4% | -2.2% | -7.2% | -9.8% |
| 3Y | +43.1% | +11.9% | +31.2% | +37.5% |
| All | +97.2% | -17.2% | +114.4% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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