-9.4%
TJX vs CARR
-5.9%
-3.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.4% |
| 7D | -4.6% | -3.8% | -0.8% | -4.3% |
| 30D | -17.2% | -8.9% | -8.3% | -16.6% |
| 3M | -24.9% | -17.3% | -7.6% | -24.0% |
| 6M | -19.7% | -1.4% | -18.3% | -21.2% |
| YTD | -17.2% | +10.0% | -27.2% | -19.6% |
| 1Y | -9.4% | -6.4% | -3.1% | -11.5% |
| All | -9.4% | -5.9% | -3.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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