+283.6%
TJX vs CHD
+126.1%
+157.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -4.5% | -0.1% | -3.6% |
| 30D | -17.2% | -6.7% | -10.4% | -15.9% |
| 3M | -24.9% | -2.7% | -22.2% | -24.5% |
| 6M | -19.7% | -4.9% | -14.7% | -18.9% |
| YTD | -17.2% | +13.3% | -30.5% | -19.7% |
| 1Y | -9.4% | +1.0% | -10.4% | -10.0% |
| 3Y | +43.1% | +1.3% | +41.7% | +41.3% |
| 5Y | +96.7% | +20.8% | +75.9% | +83.6% |
| All | +283.6% | +126.1% | +157.5% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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