+47.0%
CVX vs TJX
+4.8%
+42.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.2% | -8.9% | -2.6% |
| 7D | -5.3% | +4.6% | -9.9% | -4.4% |
| 30D | +5.1% | +7.7% | -2.6% | +6.9% |
| 3M | +14.9% | -7.8% | +22.8% | +13.3% |
| 6M | +14.9% | -5.8% | +20.6% | +14.3% |
| YTD | +46.3% | -4.9% | +51.2% | +44.1% |
| 1Y | +47.0% | +3.2% | +43.9% | +48.0% |
| All | +47.0% | +4.8% | +42.2% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling