+219.2%
CVX vs TJX
+287.7%
-68.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -4.6% | +7.2% | +4.6% |
| 30D | +9.8% | -17.2% | +27.0% | +18.8% |
| 3M | +16.2% | -24.9% | +41.1% | +30.7% |
| 6M | +13.6% | -19.7% | +33.3% | +23.2% |
| YTD | +44.4% | -17.2% | +61.6% | +54.1% |
| 1Y | +40.6% | -9.4% | +50.0% | +43.5% |
| 3Y | +48.2% | +43.1% | +5.1% | +19.8% |
| 5Y | +172.3% | +96.7% | +75.6% | +81.2% |
| All | +219.2% | +287.7% | -68.6% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling