+487.4%
CSX vs TJX
+287.7%
+199.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -0.9% | -4.6% | +3.7% | +1.2% |
| 30D | -2.0% | -17.2% | +15.2% | +6.8% |
| 3M | +3.6% | -24.9% | +28.5% | +17.8% |
| 6M | +22.0% | -19.7% | +41.7% | +33.9% |
| YTD | +36.3% | -17.2% | +53.5% | +47.1% |
| 1Y | +50.9% | -9.4% | +60.4% | +55.6% |
| 3Y | +69.2% | +43.1% | +26.1% | +38.3% |
| 5Y | +69.2% | +96.7% | -27.5% | +15.3% |
| All | +487.4% | +287.7% | +199.7% | +201.8% |
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 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