+220,816.7%
CSCO vs TJX
+47,525.5%
+173,291.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | 0.0% | -4.0% | +3.9% | +1.3% |
| 30D | -10.7% | -20.3% | +9.6% | -3.6% |
| 3M | -8.7% | -23.3% | +14.5% | -0.5% |
| 6M | +44.9% | -19.7% | +64.6% | +54.9% |
| YTD | +44.1% | -17.1% | +61.3% | +52.0% |
| 1Y | +65.9% | -8.8% | +74.7% | +69.0% |
| 3Y | +109.0% | +43.4% | +65.6% | +81.0% |
| 5Y | +114.8% | +95.2% | +19.5% | +64.0% |
| 10Y | +377.3% | +288.1% | +89.3% | +177.8% |
| All | +220,816.7% | +47,525.5% | +173,291.2% | +26,862.8% |
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