+65.1%
CSX vs TJX
+94.1%
-29.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.6% |
| 7D | -0.6% | -4.0% | +3.4% | +0.8% |
| 30D | -3.2% | -20.3% | +17.1% | +4.4% |
| 3M | +2.6% | -23.3% | +25.8% | +11.8% |
| 6M | +19.8% | -19.7% | +39.6% | +28.2% |
| YTD | +34.7% | -17.1% | +51.8% | +42.2% |
| 1Y | +52.1% | -8.8% | +60.9% | +54.7% |
| 3Y | +68.4% | +43.4% | +25.0% | +44.5% |
| 5Y | +65.1% | +95.2% | -30.1% | +28.0% |
| All | +65.1% | +94.1% | -29.0% | +28.0% |
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