+3.2%
TJX vs CAI
+12.6%
-9.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +5.2% |
| 7D | +4.6% | -6.3% | +10.9% | +4.7% |
| 30D | +7.7% | +9.3% | -1.6% | +7.5% |
| 3M | -7.8% | +106.3% | -114.2% | -9.8% |
| 6M | -5.8% | +77.7% | -83.5% | -7.8% |
| YTD | -4.9% | +23.1% | -28.0% | -7.9% |
| 1Y | +3.2% | +6.5% | -3.4% | -0.3% |
| All | +3.2% | +12.6% | -9.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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