+635.3%
TJX vs CG
+341.4%
+293.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.8% |
| 7D | -3.3% | -1.3% | -2.0% | -2.9% |
| 30D | -19.9% | -3.2% | -16.7% | -19.3% |
| 3M | -19.0% | +6.2% | -25.3% | -20.8% |
| 6M | -18.6% | -4.7% | -13.9% | -18.3% |
| YTD | -15.3% | -20.6% | +5.3% | -11.2% |
| 1Y | -7.3% | -26.4% | +19.0% | -1.4% |
| 3Y | +46.6% | +55.4% | -8.8% | +20.0% |
| 5Y | +98.5% | +9.8% | +88.7% | +74.2% |
| 10Y | +289.1% | +341.4% | -52.3% | +140.5% |
| All | +635.3% | +341.4% | +293.9% | +341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling