+97.2%
TJX vs CBOE
+136.7%
-39.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | -4.6% | -5.8% | +1.2% | -3.6% |
| 30D | -17.2% | -3.1% | -14.0% | -16.7% |
| 3M | -24.9% | -4.8% | -20.1% | -24.6% |
| 6M | -19.7% | -0.6% | -19.1% | -20.6% |
| YTD | -17.2% | +12.8% | -30.0% | -20.4% |
| 1Y | -9.4% | +19.8% | -29.2% | -14.2% |
| 3Y | +43.1% | +86.9% | -43.9% | +16.6% |
| All | +97.2% | +136.7% | -39.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling