-13.7%
CTSH vs TJX
+43.2%
-56.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -9.8% | -4.4% | -5.4% | -8.0% |
| 30D | +0.1% | -18.6% | +18.7% | +9.1% |
| 3M | +13.2% | -24.4% | +37.6% | +27.3% |
| 6M | -6.2% | -20.2% | +14.0% | +2.9% |
| YTD | -28.5% | -16.9% | -11.5% | -23.0% |
| 1Y | -13.8% | -8.5% | -5.3% | -11.4% |
| All | -13.7% | +43.2% | -56.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling