-9.4%
TJX vs CFG
+40.1%
-49.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -17.2% | -4.6% | -12.5% | -16.4% |
| 3M | -24.9% | +6.7% | -31.6% | -26.0% |
| 6M | -19.7% | +22.1% | -41.8% | -22.7% |
| YTD | -17.2% | +23.2% | -40.4% | -21.2% |
| 1Y | -9.4% | +40.3% | -49.7% | -16.2% |
| All | -9.4% | +40.1% | -49.6% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling