+43,572.7%
TJX vs CAG
+564.8%
+43,007.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.6% | -5.7% | +1.1% | -3.2% |
| 30D | -17.2% | -2.4% | -14.8% | -16.8% |
| 3M | -24.9% | +9.8% | -34.7% | -27.0% |
| 6M | -19.7% | -10.8% | -8.8% | -17.8% |
| YTD | -17.2% | -10.8% | -6.4% | -15.7% |
| 1Y | -9.4% | -19.0% | +9.5% | -5.6% |
| 3Y | +43.1% | -39.7% | +82.8% | +58.9% |
| 5Y | +96.7% | -43.0% | +139.7% | +119.6% |
| 10Y | +287.7% | -36.0% | +323.8% | +295.5% |
| All | +43,572.7% | +564.8% | +43,007.9% | +18,766.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling