-8.5%
TJX vs USFD
+23.2%
-31.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.5% |
| 7D | -4.4% | -8.0% | +3.6% | -3.0% |
| 30D | -18.6% | -13.1% | -5.5% | -16.7% |
| 3M | -24.4% | +6.5% | -30.9% | -25.2% |
| 6M | -20.2% | +5.7% | -26.0% | -21.2% |
| YTD | -16.9% | +27.5% | -44.5% | -18.9% |
| 1Y | -8.5% | +23.4% | -31.9% | -8.8% |
| All | -8.5% | +23.2% | -31.7% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling