+1,877.1%
CVS vs TJX
+44,429.5%
-42,552.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.0% | -4.4% | +2.4% | -0.8% |
| 30D | +1.9% | -18.6% | +20.5% | +7.4% |
| 3M | -2.2% | -24.4% | +22.2% | +4.9% |
| 6M | +26.7% | -20.2% | +47.0% | +33.7% |
| YTD | +22.9% | -16.9% | +39.8% | +28.2% |
| 1Y | +32.9% | -8.5% | +41.4% | +35.1% |
| 3Y | +62.3% | +43.7% | +18.6% | +45.8% |
| 5Y | +34.2% | +97.3% | -63.1% | +9.4% |
| 10Y | +41.8% | +289.0% | -247.2% | -5.2% |
| All | +1,877.1% | +44,429.5% | -42,552.4% | +339.5% |
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