-18.4%
CDNS vs TJX
-9.1%
-9.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.5% |
| 7D | -1.1% | -4.6% | +3.5% | -1.6% |
| 30D | -10.4% | -17.2% | +6.7% | -12.2% |
| 3M | -24.6% | -24.9% | +0.3% | -27.0% |
| 6M | -1.6% | -19.7% | +18.0% | -3.9% |
| YTD | -7.4% | -17.2% | +9.8% | -8.0% |
| 1Y | -18.4% | -9.4% | -9.0% | -16.6% |
| All | -18.4% | -9.1% | -9.3% | -16.6% |
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 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