+328.2%
TJX vs USB
+94.3%
+233.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.0% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | -0.5% | +6.8% | -7.2% | -3.1% |
| 3M | -14.1% | -3.8% | -10.3% | -12.8% |
| 6M | -9.4% | +11.7% | -21.1% | -13.8% |
| YTD | -9.2% | +17.5% | -26.7% | -15.9% |
| 1Y | -3.3% | +33.8% | -37.1% | -15.3% |
| 3Y | +57.1% | +104.2% | -47.1% | +9.4% |
| 5Y | +112.3% | +26.4% | +85.9% | +82.0% |
| 10Y | +328.2% | +89.2% | +239.0% | +200.5% |
| All | +328.2% | +94.3% | +233.9% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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