+97.2%
TJX vs CCJ
+281.7%
-184.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | -4.6% | -4.0% | -0.6% | -4.3% |
| 30D | -17.2% | -2.4% | -14.8% | -17.1% |
| 3M | -24.9% | -2.3% | -22.6% | -24.9% |
| 6M | -19.7% | -16.2% | -3.5% | -19.0% |
| YTD | -17.2% | +5.7% | -22.9% | -18.5% |
| 1Y | -9.4% | +21.3% | -30.7% | -12.6% |
| 3Y | +43.1% | +159.4% | -116.3% | +22.5% |
| All | +97.2% | +281.7% | -184.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling