+283.6%
TJX vs CBRE
+407.4%
-123.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | -4.6% | -5.0% | +0.4% | -2.6% |
| 30D | -17.2% | -4.7% | -12.5% | -15.8% |
| 3M | -24.9% | +6.5% | -31.4% | -27.3% |
| 6M | -19.7% | +6.1% | -25.7% | -22.4% |
| YTD | -17.2% | -12.6% | -4.6% | -14.4% |
| 1Y | -9.4% | -15.3% | +5.9% | -5.4% |
| 3Y | +43.1% | +64.6% | -21.5% | +6.5% |
| 5Y | +96.7% | +45.0% | +51.7% | +51.6% |
| All | +283.6% | +407.4% | -123.8% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling