+3.2%
TJX vs CCJ
-26.2%
+29.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.2% |
| 7D | +4.6% | -14.5% | +19.1% | +4.3% |
| 30D | +7.7% | -18.1% | +25.8% | +7.3% |
| 3M | -7.8% | -23.0% | +15.2% | -8.2% |
| 6M | -5.8% | -39.4% | +33.6% | -6.1% |
| YTD | -4.9% | -21.7% | +16.8% | -5.5% |
| 1Y | +3.2% | -25.9% | +29.1% | +2.5% |
| All | +3.2% | -26.2% | +29.4% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling