-9.4%
TJX vs CHRW
+21.9%
-31.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | -4.6% | +3.5% | -8.1% | -4.7% |
| 30D | -17.2% | +4.6% | -21.8% | -17.3% |
| 3M | -24.9% | -19.7% | -5.2% | -24.2% |
| 6M | -19.7% | -12.4% | -7.3% | -19.5% |
| YTD | -17.2% | -3.9% | -13.3% | -17.8% |
| 1Y | -9.4% | +18.4% | -27.8% | -11.5% |
| All | -9.4% | +21.9% | -31.3% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling