+43.2%
TJX vs CFG
+182.2%
-139.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.0% | -0.6% | -3.4% | -3.9% |
| 30D | -20.3% | -4.5% | -15.8% | -19.7% |
| 3M | -23.3% | +6.3% | -29.6% | -24.1% |
| 6M | -19.7% | +20.6% | -40.3% | -22.1% |
| YTD | -17.1% | +21.2% | -38.4% | -19.9% |
| 1Y | -8.8% | +38.2% | -47.0% | -13.6% |
| All | +43.2% | +182.2% | -139.0% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling