+43.2%
TJX vs CB
+69.9%
-26.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.0% | -0.5% | -3.4% | -3.8% |
| 30D | -20.3% | -3.1% | -17.3% | -19.5% |
| 3M | -23.3% | +4.2% | -27.4% | -24.3% |
| 6M | -19.7% | +4.7% | -24.4% | -21.0% |
| YTD | -17.1% | +8.8% | -26.0% | -19.5% |
| 1Y | -8.8% | +22.6% | -31.4% | -14.8% |
| All | +43.2% | +69.9% | -26.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 3y: compounded portfolio wealth divided by compounded CB 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…
3y analysis · Full analysis span regression · 6 months rolling