-8.7%
TJX vs CART
+2.8%
-11.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.7% | -2.2% |
| 7D | -4.0% | -9.5% | +5.5% | -4.0% |
| 30D | -20.3% | -7.8% | -12.6% | -20.3% |
| 3M | -23.3% | +10.4% | -33.7% | -23.1% |
| 6M | -19.7% | +20.1% | -39.8% | -19.5% |
| YTD | -17.1% | +3.7% | -20.8% | -17.5% |
| All | -8.7% | +2.8% | -11.5% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling