+314.7%
TJX vs USFD
+352.6%
-37.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | -12.1% | -0.7% | -11.4% | -12.1% |
| 6M | -7.8% | +31.3% | -39.0% | -16.8% |
| YTD | -10.4% | +45.7% | -56.1% | -22.7% |
| 1Y | -5.5% | +52.1% | -57.6% | -20.0% |
| 3Y | +55.0% | +158.2% | -103.3% | +6.7% |
| 5Y | +114.2% | +213.8% | -99.6% | +33.9% |
| 10Y | +314.8% | +367.0% | -52.2% | +110.9% |
| All | +314.7% | +352.6% | -37.9% | +111.5% |
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