+167.0%
CVX vs TJX
+95.5%
+71.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -4.6% | +7.2% | +3.3% |
| 30D | +9.8% | -17.2% | +27.0% | +13.0% |
| 3M | +16.2% | -24.9% | +41.1% | +21.3% |
| 6M | +13.6% | -19.7% | +33.3% | +17.0% |
| YTD | +44.4% | -17.2% | +61.6% | +47.6% |
| 1Y | +40.6% | -9.4% | +50.0% | +40.8% |
| 3Y | +48.2% | +43.1% | +5.1% | +33.6% |
| All | +167.0% | +95.5% | +71.5% | +126.3% |
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