+58.1%
CSX vs TJX
+111.5%
-53.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.3% | -5.7% | +5.5% | +1.7% |
| 30D | +8.7% | -3.9% | +12.6% | +10.1% |
| 3M | +4.2% | -12.1% | +16.3% | +8.7% |
| 6M | +16.7% | -7.8% | +24.5% | +18.9% |
| YTD | +44.5% | -10.4% | +54.8% | +48.5% |
| 1Y | +50.3% | -5.5% | +55.8% | +51.3% |
| 3Y | +76.3% | +55.0% | +21.3% | +46.5% |
| 5Y | +58.1% | +114.2% | -56.1% | +18.2% |
| All | +58.1% | +111.5% | -53.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling