+434.9%
TJX vs USFR
+27.6%
+407.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | -20.3% | +0.3% | -20.6% | -20.5% |
| 3M | -23.3% | +1.0% | -24.2% | -23.8% |
| 6M | -19.7% | +1.9% | -21.7% | -20.8% |
| YTD | -17.1% | +2.7% | -19.8% | -18.6% |
| 1Y | -8.8% | +4.0% | -12.8% | -11.2% |
| 3Y | +43.4% | +14.0% | +29.4% | +31.1% |
| 5Y | +95.2% | +20.4% | +74.8% | +72.0% |
| 10Y | +288.1% | +28.0% | +260.0% | +229.9% |
| All | +434.9% | +27.6% | +407.3% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling