+108.3%
TJX vs CDW
-4.0%
+112.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | +9.3% | -9.7% | -2.2% |
| 30D | -5.6% | +14.4% | -19.9% | -8.3% |
| 3M | -12.3% | +21.4% | -33.7% | -16.2% |
| 6M | -7.7% | +72.8% | -80.5% | -19.8% |
| YTD | -11.4% | +28.0% | -39.4% | -18.1% |
| 1Y | -7.0% | +19.3% | -26.4% | -12.3% |
| 3Y | +53.3% | -15.3% | +68.6% | +56.4% |
| All | +108.3% | -4.0% | +112.3% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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