+20,096.5%
TJX vs CB
+6,559.4%
+13,537.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.6% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | -17.1% | -3.1% | -14.0% | -16.3% |
| 3M | -16.5% | +9.0% | -25.4% | -19.0% |
| 6M | -17.8% | +2.9% | -20.7% | -18.8% |
| YTD | -13.2% | +10.1% | -23.3% | -16.3% |
| 1Y | -5.2% | +22.8% | -28.0% | -12.0% |
| 3Y | +48.2% | +73.8% | -25.6% | +21.2% |
| 5Y | +99.8% | +99.2% | +0.6% | +55.0% |
| 10Y | +291.1% | +218.2% | +72.9% | +158.3% |
| All | +20,096.5% | +6,559.4% | +13,537.1% | +5,788.7% |
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