+415.6%
TJX vs CFG
+396.4%
+19.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.2% | +1.5% | -3.8% | -2.8% |
| 30D | -17.1% | -3.8% | -13.3% | -16.1% |
| 3M | -16.5% | +11.5% | -28.0% | -19.6% |
| 6M | -17.8% | +19.2% | -37.0% | -22.7% |
| YTD | -13.2% | +23.7% | -36.9% | -19.8% |
| 1Y | -5.2% | +38.8% | -44.0% | -15.9% |
| 3Y | +48.2% | +178.9% | -130.7% | -1.0% |
| 5Y | +99.8% | +101.8% | -2.0% | +45.8% |
| 10Y | +291.1% | +317.3% | -26.2% | +103.4% |
| All | +415.6% | +396.4% | +19.2% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling