-19.7%
TJX vs CG
-6.3%
-13.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.9% |
| 7D | -4.0% | -6.4% | +2.5% | -3.5% |
| 30D | -20.3% | -7.1% | -13.3% | -19.9% |
| 3M | -23.3% | -1.6% | -21.7% | -22.9% |
| 6M | -19.7% | -8.3% | -11.4% | -18.3% |
| All | -19.7% | -6.3% | -13.5% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling