+26,079.9%
CAT vs TJX
+45,310.1%
-19,230.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.8% |
| 7D | +5.6% | -3.3% | +8.8% | +6.6% |
| 30D | -2.3% | -19.9% | +17.5% | +4.7% |
| 3M | -10.0% | -19.0% | +9.0% | -4.4% |
| 6M | +21.2% | -18.6% | +39.8% | +28.5% |
| YTD | +44.4% | -15.3% | +59.7% | +50.9% |
| 1Y | +96.3% | -7.3% | +103.6% | +98.9% |
| 3Y | +203.9% | +46.6% | +157.3% | +164.5% |
| 5Y | +333.5% | +98.5% | +235.0% | +239.1% |
| 10Y | +1,126.0% | +289.1% | +837.0% | +667.8% |
| All | +26,079.9% | +45,310.1% | -19,230.2% | +5,124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling