+3,036.0%
TJX vs CF
+5,489.8%
-2,453.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -5.7% | +10.4% | -16.1% | -7.5% |
| 30D | -3.9% | +7.6% | -11.4% | -5.3% |
| 3M | -12.1% | +5.2% | -17.3% | -13.3% |
| 6M | -7.8% | -0.1% | -7.7% | -8.6% |
| YTD | -10.4% | +61.7% | -72.0% | -20.0% |
| 1Y | -5.5% | +50.3% | -55.8% | -14.6% |
| 3Y | +55.0% | +66.0% | -11.0% | +34.7% |
| 5Y | +114.2% | +114.5% | -0.3% | +69.7% |
| 10Y | +314.8% | +471.5% | -156.7% | +159.4% |
| All | +3,036.0% | +5,489.8% | -2,453.8% | +1,044.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling