+43.1%
TJX vs USFR
+14.1%
+28.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -4.6% | +0.1% | -4.7% | -4.8% |
| 30D | -17.2% | +0.4% | -17.5% | -17.6% |
| 3M | -24.9% | +1.0% | -25.9% | -26.1% |
| 6M | -19.7% | +2.0% | -21.6% | -22.1% |
| YTD | -17.2% | +2.8% | -20.0% | -20.8% |
| 1Y | -9.4% | +4.1% | -13.5% | -15.4% |
| 3Y | +43.1% | +14.1% | +28.9% | +11.2% |
| All | +43.1% | +14.1% | +28.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling