+332.6%
CAT vs TJX
+95.5%
+237.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.6% | -4.6% | +5.2% | +2.2% |
| 30D | -4.3% | -17.2% | +12.8% | +2.1% |
| 3M | -8.6% | -24.9% | +16.3% | +0.7% |
| 6M | +16.1% | -19.7% | +35.8% | +24.2% |
| YTD | +43.8% | -17.2% | +61.0% | +51.6% |
| 1Y | +91.5% | -9.4% | +100.9% | +93.6% |
| 3Y | +202.7% | +43.1% | +159.6% | +147.3% |
| All | +332.6% | +95.5% | +237.2% | +200.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling