+97.3%
TJX vs CBRE
+39.8%
+57.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -4.4% | -7.2% | +2.9% | -2.3% |
| 30D | -18.6% | -6.4% | -12.1% | -17.2% |
| 3M | -24.4% | +2.9% | -27.3% | -25.3% |
| 6M | -20.2% | +2.5% | -22.8% | -21.4% |
| YTD | -16.9% | -14.2% | -2.8% | -14.3% |
| 1Y | -8.5% | -15.1% | +6.6% | -5.5% |
| 3Y | +43.7% | +61.9% | -18.1% | +15.5% |
| 5Y | +97.3% | +42.4% | +54.9% | +63.5% |
| All | +97.3% | +39.8% | +57.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling