-5.2%
TJX vs CAG
-13.1%
+7.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -2.2% | -3.8% | +1.5% | -1.9% |
| 30D | -17.1% | +3.1% | -20.3% | -17.5% |
| 3M | -16.5% | +23.5% | -40.0% | -18.1% |
| 6M | -17.8% | -14.8% | -3.0% | -16.9% |
| YTD | -13.2% | -5.4% | -7.8% | -13.4% |
| 1Y | -5.2% | -11.8% | +6.6% | -5.3% |
| All | -5.2% | -13.1% | +7.9% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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