+98.5%
TJX vs USFD
+214.9%
-116.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -3.3% | -3.3% | +0.1% | -2.1% |
| 30D | -19.9% | -5.3% | -14.5% | -18.4% |
| 3M | -19.0% | +18.8% | -37.8% | -24.1% |
| 6M | -18.6% | +14.3% | -32.8% | -22.8% |
| YTD | -15.3% | +36.9% | -52.2% | -25.3% |
| 1Y | -7.3% | +31.7% | -39.1% | -17.3% |
| 3Y | +46.6% | +164.5% | -117.9% | -2.3% |
| 5Y | +98.5% | +212.6% | -114.1% | +17.7% |
| All | +98.5% | +214.9% | -116.4% | +17.7% |
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