+301.5%
TJX vs USFD
+329.0%
-27.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.2% | -3.0% | +0.8% | -1.2% |
| 30D | -17.1% | +3.5% | -20.7% | -18.3% |
| 3M | -16.5% | +26.6% | -43.0% | -23.5% |
| 6M | -17.8% | +11.7% | -29.5% | -21.5% |
| YTD | -13.2% | +38.1% | -51.3% | -23.7% |
| 1Y | -5.2% | +33.4% | -38.6% | -15.8% |
| 3Y | +48.2% | +155.8% | -107.6% | +2.2% |
| 5Y | +99.8% | +214.0% | -114.3% | +24.8% |
| 10Y | +291.1% | +320.4% | -29.3% | +103.9% |
| All | +301.5% | +329.0% | -27.6% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling