+197.7%
CAT vs TJX
+43.2%
+154.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +0.6% | -4.4% | +5.0% | +1.5% |
| 30D | -4.5% | -18.6% | +14.0% | -0.6% |
| 3M | -5.8% | -24.4% | +18.6% | -0.2% |
| 6M | +12.7% | -20.2% | +33.0% | +17.2% |
| YTD | +41.4% | -16.9% | +58.3% | +44.8% |
| 1Y | +92.1% | -8.5% | +100.6% | +89.2% |
| All | +197.7% | +43.2% | +154.5% | +141.6% |
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