+43,711.4%
TJX vs TSN
+910.5%
+42,800.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -4.4% | +1.4% | -5.7% | -4.7% |
| 30D | -18.6% | -6.2% | -12.4% | -17.6% |
| 3M | -24.4% | -5.7% | -18.7% | -23.6% |
| 6M | -20.2% | -11.4% | -8.9% | -18.6% |
| YTD | -16.9% | -8.2% | -8.8% | -15.9% |
| 1Y | -8.5% | -2.0% | -6.5% | -8.9% |
| 3Y | +43.7% | +11.9% | +31.9% | +37.7% |
| 5Y | +97.3% | -17.8% | +115.1% | +99.7% |
| 10Y | +289.0% | -5.7% | +294.7% | +272.2% |
| All | +43,711.4% | +910.5% | +42,800.9% | +19,434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling