+108.3%
TJX vs USB
+25.1%
+83.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.4% |
| 7D | -0.3% | +2.6% | -2.9% | -1.0% |
| 30D | -5.6% | +8.4% | -14.0% | -7.5% |
| 3M | -12.3% | -5.5% | -6.8% | -11.0% |
| 6M | -7.7% | +17.7% | -25.4% | -11.7% |
| YTD | -11.4% | +17.6% | -29.0% | -15.4% |
| 1Y | -7.0% | +33.9% | -40.9% | -14.3% |
| 3Y | +53.3% | +103.8% | -50.6% | +22.9% |
| All | +108.3% | +25.1% | +83.3% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling