+4,013.6%
CMG vs TJX
+2,571.8%
+1,441.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -2.1% | -4.6% | +2.5% | +0.3% |
| 30D | +10.9% | -17.2% | +28.1% | +21.7% |
| 3M | +15.8% | -24.9% | +40.7% | +33.1% |
| 6M | +6.9% | -19.7% | +26.6% | +18.6% |
| YTD | -2.2% | -17.2% | +15.0% | +6.6% |
| 1Y | -7.1% | -9.4% | +2.3% | -3.4% |
| 3Y | -7.1% | +43.1% | -50.2% | -24.0% |
| 5Y | -4.8% | +96.7% | -101.5% | -34.9% |
| 10Y | +324.3% | +287.7% | +36.6% | +82.1% |
| All | +4,013.6% | +2,571.8% | +1,441.8% | +398.5% |
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