+46.4%
TJX vs CF
+70.9%
-24.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -3.3% | -0.9% | -2.3% | -3.3% |
| 30D | -19.9% | +18.1% | -37.9% | -19.5% |
| 3M | -19.0% | +23.4% | -42.4% | -18.6% |
| 6M | -18.6% | +17.1% | -35.7% | -18.5% |
| YTD | -15.3% | +76.2% | -91.5% | -16.9% |
| 1Y | -7.3% | +62.3% | -69.6% | -8.8% |
| All | +46.4% | +70.9% | -24.5% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling