+1,243.5%
TJX vs CBOE
+1,003.5%
+240.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -4.4% | -3.7% | -0.7% | -3.4% |
| 30D | -18.6% | +2.0% | -20.5% | -19.1% |
| 3M | -24.4% | -4.2% | -20.1% | -23.9% |
| 6M | -20.2% | +1.2% | -21.4% | -21.7% |
| YTD | -16.9% | +15.4% | -32.3% | -21.5% |
| 1Y | -8.5% | +23.5% | -32.0% | -15.3% |
| 3Y | +43.7% | +93.2% | -49.4% | +14.3% |
| 5Y | +97.3% | +142.0% | -44.6% | +45.0% |
| 10Y | +289.0% | +379.2% | -90.2% | +133.7% |
| All | +1,243.5% | +1,003.5% | +240.0% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling