+291.8%
TJX vs USB
+109.3%
+182.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.2% | +1.4% | -3.7% | -2.9% |
| 30D | -17.1% | -1.3% | -15.8% | -16.7% |
| 3M | -16.5% | +15.2% | -31.7% | -21.5% |
| 6M | -17.8% | +18.8% | -36.6% | -23.8% |
| YTD | -13.2% | +21.0% | -34.2% | -20.5% |
| 1Y | -5.2% | +34.0% | -39.2% | -17.1% |
| 3Y | +48.2% | +95.3% | -47.1% | +4.9% |
| 5Y | +99.8% | +40.4% | +59.4% | +61.6% |
| All | +291.8% | +109.3% | +182.5% | +138.3% |
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