+97.3%
TJX vs URA
+121.8%
-24.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.6% |
| 7D | -4.4% | -1.5% | -2.8% | -4.2% |
| 30D | -18.6% | -0.4% | -18.2% | -18.6% |
| 3M | -24.4% | +6.3% | -30.6% | -25.0% |
| 6M | -20.2% | -14.0% | -6.3% | -19.6% |
| YTD | -16.9% | +5.3% | -22.2% | -18.7% |
| 1Y | -8.5% | +11.7% | -20.2% | -11.8% |
| 3Y | +43.7% | +109.8% | -66.1% | +21.5% |
| 5Y | +97.3% | +108.0% | -10.6% | +61.3% |
| All | +97.3% | +121.8% | -24.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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