+3,458.4%
CLS vs TJX
+5,325.6%
-1,867.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.1% |
| 7D | +20.1% | -4.0% | +24.1% | +22.3% |
| 30D | +6.0% | -20.3% | +26.4% | +17.8% |
| 3M | -10.3% | -23.3% | +13.0% | +0.9% |
| 6M | +24.5% | -19.7% | +44.2% | +36.5% |
| YTD | +12.9% | -17.1% | +30.0% | +21.6% |
| 1Y | +36.7% | -8.8% | +45.5% | +40.0% |
| 3Y | +1,328.1% | +43.4% | +1,284.7% | +1,065.7% |
| 5Y | +3,682.3% | +95.2% | +3,587.1% | +2,539.2% |
| 10Y | +3,038.3% | +288.1% | +2,750.2% | +1,463.1% |
| All | +3,458.4% | +5,325.6% | -1,867.2% | +411.0% |
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 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