+283.6%
TJX vs CHRW
+183.1%
+100.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | +3.5% | -8.1% | -5.3% |
| 30D | -17.2% | +4.6% | -21.8% | -18.0% |
| 3M | -24.9% | -19.7% | -5.2% | -22.0% |
| 6M | -19.7% | -12.4% | -7.3% | -18.4% |
| YTD | -17.2% | -3.9% | -13.3% | -18.4% |
| 1Y | -9.4% | +18.4% | -27.8% | -15.5% |
| 3Y | +43.1% | +88.8% | -45.8% | +15.2% |
| 5Y | +96.7% | +93.5% | +3.2% | +50.9% |
| All | +283.6% | +183.1% | +100.5% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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