+283.6%
TJX vs CG
+314.7%
-31.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -4.6% | -9.9% | +5.3% | -1.6% |
| 30D | -17.2% | -11.7% | -5.5% | -14.2% |
| 3M | -24.9% | -4.3% | -20.6% | -24.4% |
| 6M | -19.7% | -8.8% | -10.9% | -18.4% |
| YTD | -17.2% | -26.9% | +9.7% | -10.6% |
| 1Y | -9.4% | -35.4% | +26.0% | +1.1% |
| 3Y | +43.1% | +43.0% | 0.0% | +15.4% |
| 5Y | +96.7% | +1.9% | +94.8% | +72.1% |
| All | +283.6% | +314.7% | -31.1% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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