+3,074.8%
TJX vs CF
+5,310.1%
-2,235.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -2.0% | -0.9% | -1.2% | -2.0% |
| 30D | -0.5% | +6.9% | -7.4% | -1.8% |
| 3M | -14.1% | +4.8% | -19.0% | -15.3% |
| 6M | -9.4% | +4.7% | -14.0% | -11.0% |
| YTD | -9.2% | +56.5% | -65.7% | -18.6% |
| 1Y | -3.3% | +48.4% | -51.7% | -12.4% |
| 3Y | +57.1% | +59.1% | -2.0% | +37.6% |
| 5Y | +112.3% | +109.5% | +2.8% | +68.9% |
| 10Y | +328.2% | +487.0% | -158.8% | +166.6% |
| All | +3,074.8% | +5,310.1% | -2,235.3% | +1,065.1% |
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 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