+21,693.3%
TJX vs CCJ
+1,578.1%
+20,115.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -2.0% |
| 7D | -4.0% | +4.2% | -8.1% | -4.5% |
| 30D | -20.3% | +3.2% | -23.5% | -20.8% |
| 3M | -23.3% | -1.8% | -21.4% | -23.4% |
| 6M | -19.7% | -13.5% | -6.2% | -18.9% |
| YTD | -17.1% | +9.7% | -26.9% | -19.5% |
| 1Y | -8.8% | +30.0% | -38.8% | -14.3% |
| 3Y | +43.4% | +172.6% | -129.2% | +17.1% |
| 5Y | +95.2% | +342.9% | -247.7% | +43.3% |
| 10Y | +288.1% | +1,099.7% | -811.7% | +127.6% |
| All | +21,693.3% | +1,578.1% | +20,115.2% | +10,393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling