+53.2%
CSX vs TJX
-4.4%
+57.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | -2.2% | -1.1% | -3.2% |
| 30D | -3.1% | -17.1% | +14.1% | -1.5% |
| 3M | +7.2% | -16.5% | +23.6% | +8.5% |
| 6M | +16.2% | -17.8% | +34.0% | +17.9% |
| YTD | +37.5% | -13.2% | +50.8% | +38.6% |
| 1Y | +53.2% | -5.2% | +58.4% | +53.1% |
| All | +53.2% | -4.4% | +57.6% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling