-12.7%
CMCSA vs TJX
-4.4%
-8.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | +7.0% | -17.1% | +24.2% | +12.0% |
| 3M | +15.1% | -16.5% | +31.6% | +20.0% |
| 6M | -15.4% | -17.8% | +2.5% | -11.4% |
| YTD | -1.9% | -13.2% | +11.3% | +1.0% |
| 1Y | -12.7% | -5.2% | -7.5% | -13.6% |
| All | -12.7% | -4.4% | -8.3% | -13.6% |
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