+32.2%
CVS vs TJX
+95.5%
-63.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -2.2% | -4.6% | +2.4% | -1.2% |
| 30D | -0.1% | -17.2% | +17.1% | +4.1% |
| 3M | -5.2% | -24.9% | +19.7% | +0.7% |
| 6M | +26.9% | -19.7% | +46.6% | +32.5% |
| YTD | +22.1% | -17.2% | +39.3% | +26.4% |
| 1Y | +30.8% | -9.4% | +40.2% | +32.4% |
| 3Y | +54.4% | +43.1% | +11.3% | +38.5% |
| All | +32.2% | +95.5% | -63.2% | +9.0% |
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