+228.9%
TJX vs CARR
+421.5%
-192.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.6% |
| 7D | -4.6% | -3.8% | -0.8% | -3.8% |
| 30D | -17.2% | -8.9% | -8.3% | -15.4% |
| 3M | -24.9% | -17.3% | -7.6% | -22.1% |
| 6M | -19.7% | -1.4% | -18.3% | -20.5% |
| YTD | -17.2% | +10.0% | -27.2% | -20.3% |
| 1Y | -9.4% | -6.4% | -3.1% | -9.7% |
| 3Y | +43.1% | +1.5% | +41.5% | +36.2% |
| 5Y | +96.7% | +9.3% | +87.4% | +77.8% |
| All | +228.9% | +421.5% | -192.6% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling