+47.3%
TJX vs CART
+14.3%
+33.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -2.1% |
| 7D | -3.3% | -4.1% | +0.8% | -3.1% |
| 30D | -19.9% | -4.3% | -15.5% | -19.7% |
| 3M | -19.0% | +13.1% | -32.2% | -19.5% |
| 6M | -18.6% | +26.0% | -44.6% | -19.6% |
| YTD | -15.3% | +6.7% | -22.0% | -15.7% |
| 1Y | -7.3% | +6.3% | -13.6% | -7.9% |
| All | +47.3% | +14.3% | +33.0% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling