-4.5%
CDNS vs TJX
-19.9%
+15.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.2% |
| 7D | -7.2% | -4.0% | -3.2% | -7.2% |
| 30D | -14.3% | -20.3% | +6.1% | -14.4% |
| 3M | -27.2% | -23.3% | -3.9% | -27.2% |
| 6M | -4.5% | -19.7% | +15.2% | -4.7% |
| All | -4.5% | -19.9% | +15.4% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling