+238.9%
CRM vs TJX
+287.7%
-48.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | -4.4% | -4.6% | +0.1% | -2.4% |
| 30D | +28.1% | -17.2% | +45.3% | +38.8% |
| 3M | +48.8% | -24.9% | +73.7% | +68.3% |
| 6M | +28.3% | -19.7% | +47.9% | +39.8% |
| YTD | -6.0% | -17.2% | +11.2% | +0.7% |
| 1Y | +1.4% | -9.4% | +10.9% | +4.0% |
| 3Y | +11.8% | +43.1% | -31.2% | -8.1% |
| 5Y | -2.0% | +96.7% | -98.7% | -31.1% |
| All | +238.9% | +287.7% | -48.8% | +81.9% |
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