-8.5%
TJX vs CF
+63.1%
-71.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | 0.0% |
| 7D | -4.4% | -2.0% | -2.4% | -4.5% |
| 30D | -18.6% | +15.3% | -33.9% | -17.4% |
| 3M | -24.4% | +24.3% | -48.7% | -22.5% |
| 6M | -20.2% | +23.9% | -44.2% | -19.0% |
| YTD | -16.9% | +77.3% | -94.2% | -17.1% |
| 1Y | -8.5% | +58.7% | -67.2% | -8.1% |
| All | -8.5% | +63.1% | -71.7% | -8.1% |
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