+20,519.2%
TJX vs CB
+7,247.3%
+13,271.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -0.3% | +2.9% | -3.3% | -1.3% |
| 30D | -5.6% | +7.3% | -12.9% | -7.8% |
| 3M | -12.3% | +9.4% | -21.7% | -15.0% |
| 6M | -7.7% | +19.6% | -27.3% | -13.3% |
| YTD | -11.4% | +21.5% | -32.9% | -17.3% |
| 1Y | -7.0% | +28.0% | -35.0% | -14.8% |
| 3Y | +53.3% | +74.9% | -21.6% | +25.2% |
| 5Y | +109.9% | +108.1% | +1.8% | +60.5% |
| 10Y | +310.0% | +251.8% | +58.2% | +161.8% |
| All | +20,519.2% | +7,247.3% | +13,271.9% | +5,714.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling