+114.2%
TJX vs USFD
+207.9%
-93.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -5.7% | -0.2% | -5.6% | -5.7% |
| 30D | -3.9% | +12.3% | -16.2% | -7.7% |
| 3M | -12.1% | -0.7% | -11.4% | -12.1% |
| 6M | -7.8% | +31.3% | -39.0% | -16.6% |
| YTD | -10.4% | +45.7% | -56.1% | -22.8% |
| 1Y | -5.5% | +52.1% | -57.6% | -20.1% |
| 3Y | +55.0% | +158.2% | -103.3% | +4.6% |
| 5Y | +114.2% | +213.8% | -99.6% | +31.1% |
| All | +114.2% | +207.9% | -93.7% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling