+10,299.7%
CSX vs TJX
+47,396.9%
-37,097.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +7.8% | -5.6% | +13.4% | +9.7% |
| 3M | +4.1% | -12.3% | +16.4% | +8.1% |
| 6M | +17.9% | -7.7% | +25.6% | +20.1% |
| YTD | +44.9% | -11.4% | +56.3% | +49.2% |
| 1Y | +51.1% | -7.0% | +58.2% | +53.3% |
| 3Y | +78.3% | +53.3% | +25.0% | +54.6% |
| 5Y | +58.1% | +109.9% | -51.8% | +23.2% |
| 10Y | +417.9% | +310.0% | +107.9% | +228.8% |
| All | +10,299.7% | +47,396.9% | -37,097.1% | +2,268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling