+2,935.8%
TJX vs CF
+5,948.3%
-3,012.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.5% |
| 7D | -2.2% | +6.0% | -8.3% | -3.3% |
| 30D | -17.1% | +14.8% | -32.0% | -19.3% |
| 3M | -16.5% | +14.1% | -30.5% | -18.8% |
| 6M | -17.8% | +28.5% | -46.3% | -22.9% |
| YTD | -13.2% | +74.9% | -88.2% | -23.4% |
| 1Y | -5.2% | +61.7% | -66.9% | -15.3% |
| 3Y | +48.2% | +80.3% | -32.1% | +27.1% |
| 5Y | +99.8% | +226.0% | -126.2% | +45.4% |
| 10Y | +291.1% | +569.9% | -278.7% | +137.9% |
| All | +2,935.8% | +5,948.3% | -3,012.5% | +995.8% |
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