+43,607.4%
TJX vs CHD
+9,868.9%
+33,738.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -4.0% | -4.2% | +0.2% | -2.9% |
| 30D | -20.3% | -7.6% | -12.8% | -18.8% |
| 3M | -23.3% | -1.6% | -21.7% | -23.0% |
| 6M | -19.7% | -6.3% | -13.4% | -18.6% |
| YTD | -17.1% | +14.6% | -31.7% | -20.1% |
| 1Y | -8.8% | +1.6% | -10.4% | -9.6% |
| 3Y | +43.4% | +3.1% | +40.2% | +40.6% |
| 5Y | +95.2% | +21.1% | +74.1% | +82.1% |
| 10Y | +288.1% | +128.6% | +159.4% | +201.3% |
| All | +43,607.4% | +9,868.9% | +33,738.5% | +13,775.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling