+8.9%
CAT vs TJX
+4.8%
+4.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.2% | -10.4% | -4.2% |
| 7D | -17.1% | +4.6% | -21.7% | -16.3% |
| 30D | -30.1% | +7.7% | -37.8% | -29.4% |
| 3M | -32.4% | -7.8% | -24.6% | -32.8% |
| 6M | -32.1% | -5.8% | -26.3% | -33.5% |
| YTD | +4.1% | -4.9% | +9.0% | +3.4% |
| 1Y | +8.9% | +3.2% | +5.8% | +5.8% |
| All | +8.9% | +4.8% | +4.1% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling