+3.2%
TJX vs CF
+35.9%
-32.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.4% | +9.6% | +4.7% |
| 7D | +4.6% | -6.9% | +11.5% | +3.9% |
| 30D | +7.7% | -3.7% | +11.4% | +7.3% |
| 3M | -7.8% | -5.0% | -2.9% | -8.1% |
| 6M | -5.8% | -10.5% | +4.7% | -6.4% |
| YTD | -4.9% | +46.5% | -51.4% | -6.7% |
| 1Y | +3.2% | +34.8% | -31.7% | +2.3% |
| All | +3.2% | +35.9% | -32.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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