+97.2%
TJX vs CG
-2.7%
+99.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -4.6% | -9.9% | +5.3% | -2.5% |
| 30D | -17.2% | -11.7% | -5.5% | -15.1% |
| 3M | -24.9% | -4.3% | -20.6% | -24.5% |
| 6M | -19.7% | -8.8% | -10.9% | -18.7% |
| YTD | -17.2% | -26.9% | +9.7% | -12.4% |
| 1Y | -9.4% | -35.4% | +26.0% | -1.8% |
| 3Y | +43.1% | +43.0% | 0.0% | +21.0% |
| All | +97.2% | -2.7% | +99.9% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling