+283.6%
TJX vs USFD
+307.1%
-23.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -4.6% | -8.4% | +3.8% | -1.6% |
| 30D | -17.2% | -14.1% | -3.1% | -12.6% |
| 3M | -24.9% | +4.5% | -29.4% | -26.4% |
| 6M | -19.7% | +4.4% | -24.0% | -21.4% |
| YTD | -17.2% | +26.6% | -43.8% | -24.9% |
| 1Y | -9.4% | +19.4% | -28.8% | -16.4% |
| 3Y | +43.1% | +144.6% | -101.5% | 0.0% |
| 5Y | +96.7% | +194.5% | -97.8% | +25.3% |
| All | +283.6% | +307.1% | -23.4% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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