+309.9%
TJX vs USFD
+347.2%
-37.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | +1.7% | -2.0% | -0.9% |
| 30D | -5.6% | +10.2% | -15.7% | -8.8% |
| 3M | -12.3% | -1.5% | -10.8% | -12.0% |
| 6M | -7.7% | +27.3% | -35.0% | -15.8% |
| YTD | -11.4% | +44.0% | -55.4% | -23.3% |
| 1Y | -7.0% | +50.4% | -57.4% | -21.0% |
| 3Y | +53.3% | +153.6% | -100.3% | +6.2% |
| 5Y | +109.9% | +219.0% | -109.1% | +30.5% |
| 10Y | +310.0% | +361.5% | -51.5% | +109.3% |
| All | +309.9% | +347.2% | -37.4% | +109.9% |
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