-29.6%
CLS vs TJX
+4.8%
-34.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.2% | -14.2% | -7.3% |
| 7D | -21.1% | +4.6% | -25.7% | -19.7% |
| 30D | -38.2% | +7.7% | -45.9% | -37.2% |
| 3M | -36.3% | -7.8% | -28.5% | -36.3% |
| 6M | -43.8% | -5.8% | -38.0% | -43.8% |
| YTD | -20.0% | -4.9% | -15.1% | -17.5% |
| 1Y | -29.6% | +3.2% | -32.7% | -23.6% |
| All | -29.6% | +4.8% | -34.4% | -23.6% |
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