+418.4%
CSX vs TJX
+314.2%
+104.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +3.1% | -1.5% | +4.6% | +3.9% |
| 30D | +9.7% | -3.6% | +13.3% | +11.5% |
| 3M | +4.9% | -10.3% | +15.2% | +10.0% |
| 6M | +18.4% | -8.6% | +27.0% | +22.0% |
| YTD | +45.9% | -10.3% | +56.2% | +51.4% |
| 1Y | +50.0% | -6.4% | +56.4% | +52.4% |
| 3Y | +78.0% | +55.0% | +23.0% | +39.9% |
| 5Y | +59.2% | +112.4% | -53.3% | +4.6% |
| All | +418.4% | +314.2% | +104.2% | +161.2% |
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 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