+6.1%
CMCSA vs TJX
+287.7%
-281.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.9% | -4.6% | -0.3% | -3.1% |
| 30D | -1.1% | -17.2% | +16.1% | +6.3% |
| 3M | +6.6% | -24.9% | +31.5% | +18.8% |
| 6M | -15.5% | -19.7% | +4.2% | -8.4% |
| YTD | -6.7% | -17.2% | +10.5% | -0.2% |
| 1Y | -15.6% | -9.4% | -6.2% | -13.0% |
| 3Y | -33.7% | +43.1% | -76.8% | -43.6% |
| 5Y | -46.6% | +96.7% | -143.3% | -60.9% |
| All | +6.1% | +287.7% | -281.7% | -42.1% |
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