+1,500.5%
CIEN vs TJX
+287.7%
+1,212.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +8.9% | -4.6% | +13.5% | +10.9% |
| 30D | -19.1% | -17.2% | -1.9% | -12.9% |
| 3M | -21.5% | -24.9% | +3.4% | -12.6% |
| 6M | +2.8% | -19.7% | +22.5% | +10.7% |
| YTD | +49.5% | -17.2% | +66.7% | +58.2% |
| 1Y | +163.8% | -9.4% | +173.2% | +167.4% |
| 3Y | +615.8% | +43.1% | +572.8% | +490.5% |
| 5Y | +548.4% | +96.7% | +451.7% | +357.8% |
| All | +1,500.5% | +287.7% | +1,212.7% | +764.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling