+288.1%
TJX vs CF
+599.7%
-311.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.7% |
| 7D | -4.0% | -0.8% | -3.1% | -3.8% |
| 30D | -20.3% | +14.3% | -34.6% | -22.4% |
| 3M | -23.3% | +27.9% | -51.1% | -27.1% |
| 6M | -19.7% | +25.5% | -45.3% | -24.7% |
| YTD | -17.1% | +81.2% | -98.3% | -28.5% |
| 1Y | -8.8% | +66.5% | -75.3% | -20.1% |
| 3Y | +43.4% | +76.7% | -33.3% | +20.8% |
| 5Y | +95.2% | +237.8% | -142.6% | +25.9% |
| 10Y | +288.1% | +619.9% | -331.8% | +111.8% |
| All | +288.1% | +599.7% | -311.6% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling