+324.4%
TJX vs USB
+92.8%
+231.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -3.6% | 0.0% | -3.6% | -3.5% |
| 30D | -2.5% | +5.8% | -8.4% | -4.8% |
| 3M | -16.2% | -6.0% | -10.3% | -14.1% |
| 6M | -12.4% | +7.8% | -20.2% | -15.4% |
| YTD | -11.1% | +14.6% | -25.7% | -16.7% |
| 1Y | -4.7% | +31.8% | -36.5% | -16.0% |
| 3Y | +54.8% | +91.5% | -36.7% | +11.0% |
| 5Y | +104.3% | +22.0% | +82.2% | +78.0% |
| All | +324.4% | +92.8% | +231.6% | +196.0% |
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