-14.4%
CTSH vs TJX
+95.5%
-109.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | -3.7% | -4.6% | +0.9% | -1.7% |
| 30D | +3.7% | -17.2% | +20.9% | +12.4% |
| 3M | +17.9% | -24.9% | +42.8% | +33.6% |
| 6M | -2.6% | -19.7% | +17.0% | +6.8% |
| YTD | -26.4% | -17.2% | -9.2% | -20.5% |
| 1Y | -13.0% | -9.4% | -3.6% | -9.9% |
| 3Y | -11.2% | +43.1% | -54.3% | -25.3% |
| All | -14.4% | +95.5% | -109.9% | -37.3% |
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