+46.6%
TJX vs USFD
+162.9%
-116.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -3.3% | -3.3% | +0.1% | -2.4% |
| 30D | -19.9% | -5.3% | -14.5% | -18.8% |
| 3M | -19.0% | +18.8% | -37.8% | -22.8% |
| 6M | -18.6% | +14.3% | -32.8% | -21.7% |
| YTD | -15.3% | +36.9% | -52.2% | -22.9% |
| 1Y | -7.3% | +31.7% | -39.1% | -14.7% |
| 3Y | +46.6% | +164.5% | -117.9% | +12.4% |
| All | +46.6% | +162.9% | -116.3% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling