-19.7%
TJX vs CHD
-4.2%
-15.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | -4.0% | -4.2% | +0.2% | -2.4% |
| 30D | -20.3% | -7.6% | -12.8% | -18.0% |
| 3M | -23.3% | -1.6% | -21.7% | -22.7% |
| 6M | -19.7% | -6.3% | -13.4% | -20.3% |
| All | -19.7% | -4.2% | -15.6% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling