+44.9%
CSCO vs TJX
-19.9%
+64.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | -0.2% |
| 7D | 0.0% | -4.0% | +3.9% | -0.8% |
| 30D | -10.7% | -20.3% | +9.6% | -14.7% |
| 3M | -8.7% | -23.3% | +14.5% | -12.3% |
| 6M | +44.9% | -19.7% | +64.6% | +40.4% |
| All | +44.9% | -19.9% | +64.8% | +40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling