+95.4%
CAT vs TJX
-4.4%
+99.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | -2.2% | +4.0% | +1.4% |
| 30D | -6.6% | -17.1% | +10.6% | -9.1% |
| 3M | -13.3% | -16.5% | +3.2% | -15.8% |
| 6M | +11.6% | -17.8% | +29.4% | +7.7% |
| YTD | +42.9% | -13.2% | +56.2% | +40.5% |
| 1Y | +95.4% | -5.2% | +100.6% | +98.3% |
| All | +95.4% | -4.4% | +99.9% | +98.3% |
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