-9.4%
TJX vs CAG
-18.8%
+9.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -4.1% |
| 30D | -17.2% | -2.4% | -14.8% | -17.1% |
| 3M | -24.9% | +9.8% | -34.7% | -25.6% |
| 6M | -19.7% | -10.8% | -8.8% | -18.9% |
| YTD | -17.2% | -10.8% | -6.4% | -16.9% |
| 1Y | -9.4% | -19.0% | +9.5% | -9.1% |
| All | -9.4% | -18.8% | +9.4% | -9.1% |
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