+321.4%
TJX vs CF
+478.3%
-156.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | -1.5% | +5.4% | -6.9% | -2.5% |
| 30D | -3.6% | +6.5% | -10.1% | -4.9% |
| 3M | -10.3% | +4.6% | -14.9% | -11.5% |
| 6M | -8.6% | -3.3% | -5.3% | -8.8% |
| YTD | -10.3% | +63.9% | -74.2% | -21.7% |
| 1Y | -6.4% | +50.4% | -56.9% | -16.8% |
| 3Y | +55.0% | +68.2% | -13.2% | +30.7% |
| 5Y | +112.4% | +113.8% | -1.4% | +55.3% |
| All | +321.4% | +478.3% | -156.8% | +133.0% |
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