+97.3%
TJX vs CHRW
+94.0%
+3.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.4% | +4.4% | -8.7% | -4.8% |
| 30D | -18.6% | +5.5% | -24.1% | -19.0% |
| 3M | -24.4% | -17.3% | -7.1% | -23.1% |
| 6M | -20.2% | -12.7% | -7.6% | -19.6% |
| YTD | -16.9% | -4.1% | -12.8% | -17.6% |
| 1Y | -8.5% | +21.2% | -29.7% | -12.1% |
| 3Y | +43.7% | +88.9% | -45.2% | +28.2% |
| 5Y | +97.3% | +93.1% | +4.2% | +70.4% |
| All | +97.3% | +94.0% | +3.3% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling