+113.5%
CSCO vs TJX
+42.7%
+70.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | +2.7% | -4.6% | +7.3% | +3.7% |
| 30D | -9.5% | -17.2% | +7.7% | -6.0% |
| 3M | -7.6% | -24.9% | +17.3% | -1.6% |
| 6M | +44.9% | -19.7% | +64.6% | +50.8% |
| YTD | +47.7% | -17.2% | +64.9% | +51.9% |
| 1Y | +69.1% | -9.4% | +78.5% | +66.7% |
| 3Y | +113.5% | +43.1% | +70.4% | +69.2% |
| All | +113.5% | +42.7% | +70.8% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling