+529.5%
TJX vs CDW
+903.1%
-373.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -2.2% | +3.2% | -5.4% | -3.3% |
| 30D | -17.1% | +9.3% | -26.4% | -19.9% |
| 3M | -16.5% | +9.8% | -26.3% | -20.2% |
| 6M | -17.8% | +23.3% | -41.1% | -26.4% |
| YTD | -13.2% | +13.7% | -26.9% | -20.3% |
| 1Y | -5.2% | -6.5% | +1.3% | -6.7% |
| 3Y | +48.2% | -25.2% | +73.5% | +54.7% |
| 5Y | +99.8% | -19.5% | +119.3% | +97.0% |
| 10Y | +291.1% | +285.8% | +5.3% | +123.6% |
| All | +529.5% | +903.1% | -373.6% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling