Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TJX (The TJX Companies, Inc.) | 5.32% | 15.10% | 27.81% | 21.04% | 16.06% | 20.43% | 19.86% | 16.85% |
Data as of 07/25/2025, AR inception is 06/26/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TJX (The TJX Companies, Inc.) | 06/26/1987 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.50 | 15.10 | 27.81 | 21.04 | 16.06 | 20.43 | 19.86 | 16.85 | 5.32 | 30.56 | 19.67 | 6.71 | 12.84 | 12.25 | 38.77 | 18.95 | 4.21 | 8.77 | 5.83 | 10.07 | 53.30 | 34.40 | 53.27 | 28.00 | 89.18 | -24.43 | 5.72 | 27.95 | -3.89 | 17.32 | 16.17 | 0.65 | 49.77 | 44.43 | -29.53 | 68.73 | 45.12 | 150.99 | 20.80 | -46.35 | 3.10 | 67.41 | 55.17 | -29.27 | -29.71 | 38.89 | -33.68 |
| Sharpe Ratio | NA | 0.63 | 1.29 | 0.75 | 0.55 | NA | NA | 0.41 | 0.34 | 1.41 | 0.97 | 0.16 | 0.51 | 0.23 | 1.88 | 0.80 | 0.21 | 0.45 | 0.26 | 0.47 | 3.22 | 1.63 | 2.13 | 1.22 | 2.66 | -0.53 | 0.10 | 1.11 | -0.33 | 0.73 | 0.50 | -0.01 | 1.36 | 0.74 | -0.70 | 1.15 | 1.10 | 3.95 | 0.51 | -1.43 | 0.03 | 1.92 | 1.12 | -0.69 | -0.56 | 1.04 | -0.72 |
| Standard Deviation(%) | NA | 18.97 | 19.00 | 24.69 | 26.53 | NA | NA | 35.36 | 19.55 | 16.99 | 15.99 | 33.03 | 25.33 | 52.12 | 19.85 | 22.02 | 17.19 | 19.17 | 21.92 | 21.50 | 16.56 | 21.31 | 24.98 | 22.83 | 33.51 | 47.55 | 27.77 | 22.40 | 18.12 | 22.36 | 30.94 | 39.51 | 35.60 | 54.73 | 46.67 | 56.90 | 37.64 | 36.86 | 33.08 | 34.53 | 32.13 | 33.55 | 45.65 | 49.79 | 63.44 | 32.66 | 82.23 |
| Draw Down(%) | NA | 11.04 | 12.01 | 27.69 | 42.55 | NA | NA | 69.20 | 10.36 | 8.64 | 10.77 | 27.69 | 16.94 | 42.55 | 11.05 | 25.55 | 17.12 | 13.36 | 15.88 | 17.57 | 6.44 | 12.99 | 9.87 | 15.07 | 10.55 | 49.39 | 13.93 | 13.29 | 19.52 | 19.83 | 21.63 | 27.34 | 18.95 | 31.38 | 52.23 | 44.62 | 20.53 | 25.09 | 28.13 | 50.64 | 25.74 | 20.89 | 30.67 | 47.48 | 52.74 | 22.08 | 57.60 |
| Yield(%) | 0.00 | 1.39 | 2.18 | 2.20 | 2.94 | 8.04 | 12.36 | 55.73 | 0.66 | 1.56 | 1.64 | 1.52 | 1.56 | 0.37 | 1.98 | 1.93 | 2.35 | 2.80 | 2.37 | 2.11 | 2.55 | 2.76 | 6.57 | 6.33 | 8.72 | 5.99 | 4.74 | 4.67 | 3.62 | 3.15 | 2.70 | 2.73 | 5.10 | 6.10 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/25/2025, AR inception is 06/26/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TJX (The TJX Companies, Inc.) |
-18.97%
Oct 1992 - Oct 1995 |
-3.73%
Mar 1990 - Mar 1995 |
6.64%
Jan 1999 - Jan 2009 |
13.31%
Jul 1987 - Jul 2002 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TJX (The TJX Companies, Inc.) |
97.43%
Apr 1995 - Apr 1998 |
53.40%
Oct 1995 - Oct 2000 |
34.34%
Apr 1995 - Apr 2005 |
29.85%
Apr 1995 - Apr 2010 |
Annualized Rolling Returns Comparison Chart