+2,603.2%
TJX vs CBRE
+2,146.2%
+457.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.6% |
| 7D | -3.3% | -1.5% | -1.7% | -3.0% |
| 30D | -19.9% | -4.0% | -15.9% | -19.2% |
| 3M | -19.0% | +8.0% | -27.1% | -20.6% |
| 6M | -18.6% | +4.0% | -22.5% | -19.6% |
| YTD | -15.3% | -11.5% | -3.8% | -13.9% |
| 1Y | -7.3% | -13.0% | +5.7% | -5.6% |
| 3Y | +46.6% | +66.9% | -20.3% | +27.4% |
| 5Y | +98.5% | +45.0% | +53.4% | +76.5% |
| 10Y | +289.1% | +385.0% | -96.0% | +168.3% |
| All | +2,603.2% | +2,146.2% | +457.0% | +1,228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling