+3,860.6%
CLS vs TJX
+95.5%
+3,765.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +6.7% |
| 7D | +10.9% | -4.6% | +15.5% | +13.3% |
| 30D | +2.1% | -17.2% | +19.3% | +11.5% |
| 3M | -10.2% | -24.9% | +14.7% | +2.4% |
| 6M | +30.4% | -19.7% | +50.0% | +42.9% |
| YTD | +17.2% | -17.2% | +34.4% | +26.1% |
| 1Y | +41.0% | -9.4% | +50.4% | +43.4% |
| 3Y | +1,338.0% | +43.1% | +1,294.9% | +984.4% |
| All | +3,860.6% | +95.5% | +3,765.1% | +2,335.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling