-7.0%
TJX vs CF
+50.1%
-57.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +4.8% | -5.1% | +0.3% |
| 30D | -5.6% | +4.7% | -10.3% | -4.8% |
| 3M | -12.3% | +7.4% | -19.8% | -11.3% |
| 6M | -7.7% | +0.6% | -8.3% | -7.2% |
| YTD | -11.4% | +64.1% | -75.5% | -11.4% |
| 1Y | -7.0% | +51.4% | -58.4% | -7.0% |
| All | -7.0% | +50.1% | -57.1% | -7.0% |
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 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