+97.2%
TJX vs CAKE
+157.8%
-60.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -4.6% | -4.5% | -0.1% | -3.6% |
| 30D | -17.2% | -12.4% | -4.7% | -14.9% |
| 3M | -24.9% | +37.3% | -62.2% | -30.5% |
| 6M | -19.7% | +70.7% | -90.4% | -29.4% |
| YTD | -17.2% | +106.0% | -123.2% | -30.5% |
| 1Y | -9.4% | +79.7% | -89.1% | -21.8% |
| 3Y | +43.1% | +267.8% | -224.7% | +0.3% |
| All | +97.2% | +157.8% | -60.6% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling