+316.4%
TJX vs CFG
+216.2%
+100.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -0.3% | +3.2% | -3.5% | -1.4% |
| 30D | -5.6% | +5.1% | -10.7% | -7.1% |
| 3M | -12.3% | -11.2% | -1.1% | -8.8% |
| 6M | -7.7% | +9.6% | -17.3% | -10.8% |
| YTD | -11.4% | +15.0% | -26.4% | -16.3% |
| 1Y | -7.0% | +29.9% | -36.9% | -15.8% |
| 3Y | +53.3% | +192.1% | -138.8% | -0.6% |
| 5Y | +109.9% | +62.3% | +47.6% | +65.3% |
| All | +316.4% | +216.2% | +100.2% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling