+639.7%
CEG vs TJX
+99.1%
+540.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | +6.7% | -3.3% | +9.9% | +7.7% |
| 30D | +11.0% | -19.9% | +30.8% | +18.7% |
| 3M | +19.5% | -19.0% | +38.5% | +26.9% |
| 6M | -5.9% | -18.6% | +12.7% | -0.4% |
| YTD | -15.0% | -15.3% | +0.3% | -11.5% |
| 1Y | +0.6% | -7.3% | +8.0% | +0.8% |
| 3Y | +180.6% | +46.6% | +134.0% | +133.2% |
| All | +639.7% | +99.1% | +540.6% | +437.8% |
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