+43,711.4%
TJX vs CAH
+14,391.1%
+29,320.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | -4.4% | -5.1% | +0.7% | -3.0% |
| 30D | -18.6% | -1.8% | -16.8% | -18.2% |
| 3M | -24.4% | +9.4% | -33.7% | -26.3% |
| 6M | -20.2% | +9.2% | -29.5% | -22.4% |
| YTD | -16.9% | +15.7% | -32.6% | -20.7% |
| 1Y | -8.5% | +59.7% | -68.2% | -20.3% |
| 3Y | +43.7% | +178.5% | -134.7% | +6.3% |
| 5Y | +97.3% | +398.3% | -300.9% | +23.6% |
| 10Y | +289.0% | +295.7% | -6.7% | +146.4% |
| All | +43,711.4% | +14,391.1% | +29,320.2% | +11,408.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling