+48.2%
CVX vs TJX
+42.7%
+5.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +2.6% | -4.6% | +7.2% | +2.8% |
| 30D | +9.8% | -17.2% | +27.0% | +10.9% |
| 3M | +16.2% | -24.9% | +41.1% | +17.9% |
| 6M | +13.6% | -19.7% | +33.3% | +14.7% |
| YTD | +44.4% | -17.2% | +61.6% | +44.7% |
| 1Y | +40.6% | -9.4% | +50.0% | +38.4% |
| 3Y | +48.2% | +43.1% | +5.1% | +30.0% |
| All | +48.2% | +42.7% | +5.5% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling