+272.1%
C vs TJX
+42.8%
+229.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.7% |
| 7D | +2.6% | -4.0% | +6.5% | +4.3% |
| 30D | +1.9% | -20.3% | +22.2% | +11.9% |
| 3M | +2.8% | -23.3% | +26.1% | +14.4% |
| 6M | +30.6% | -19.7% | +50.3% | +42.0% |
| YTD | +19.9% | -17.1% | +37.0% | +28.2% |
| 1Y | +44.6% | -8.8% | +53.4% | +47.3% |
| All | +272.1% | +42.8% | +229.3% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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