+5,818.9%
CDNS vs TJX
+44,288.7%
-38,469.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.1% | -4.6% | +3.5% | +0.4% |
| 30D | -10.4% | -17.2% | +6.7% | -4.8% |
| 3M | -24.6% | -24.9% | +0.3% | -17.3% |
| 6M | -1.6% | -19.7% | +18.0% | +5.1% |
| YTD | -7.4% | -17.2% | +9.8% | -2.3% |
| 1Y | -18.4% | -9.4% | -9.0% | -16.6% |
| 3Y | +19.0% | +43.1% | -24.1% | +4.3% |
| 5Y | +73.4% | +96.7% | -23.3% | +36.0% |
| 10Y | +1,055.6% | +287.7% | +767.9% | +600.8% |
| All | +5,818.9% | +44,288.7% | -38,469.7% | +849.4% |
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