-5.2%
TJX vs CAH
+65.8%
-71.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.2% | +5.4% | -7.6% | -2.7% |
| 30D | -17.1% | +3.3% | -20.5% | -17.4% |
| 3M | -16.5% | +22.8% | -39.3% | -17.8% |
| 6M | -17.8% | +11.3% | -29.1% | -18.8% |
| YTD | -13.2% | +21.1% | -34.4% | -14.7% |
| 1Y | -5.2% | +67.2% | -72.4% | -8.8% |
| All | -5.2% | +65.8% | -71.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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