+43,572.8%
TJX vs CGNX
+12,871.6%
+30,701.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.9% |
| 7D | -4.6% | +3.2% | -7.8% | -5.1% |
| 30D | -17.2% | +6.0% | -23.2% | -18.0% |
| 3M | -24.9% | +3.5% | -28.4% | -25.8% |
| 6M | -19.7% | +26.3% | -46.0% | -23.4% |
| YTD | -17.2% | +79.2% | -96.4% | -26.0% |
| 1Y | -9.4% | +43.8% | -53.2% | -16.8% |
| 3Y | +43.1% | +52.0% | -8.9% | +26.9% |
| 5Y | +96.7% | -24.0% | +120.8% | +91.5% |
| 10Y | +287.7% | +189.1% | +98.7% | +199.5% |
| All | +43,572.8% | +12,871.6% | +30,701.1% | +15,905.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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