+9,724.5%
TJX vs CHRW
+4,244.2%
+5,480.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.9% |
| 7D | -3.3% | +1.9% | -5.2% | -3.8% |
| 30D | -19.9% | +0.9% | -20.8% | -20.2% |
| 3M | -19.0% | -19.9% | +0.8% | -14.8% |
| 6M | -18.6% | -15.8% | -2.8% | -15.9% |
| YTD | -15.3% | -5.6% | -9.7% | -16.2% |
| 1Y | -7.3% | +21.0% | -28.4% | -15.6% |
| 3Y | +46.6% | +86.0% | -39.5% | +13.3% |
| 5Y | +98.5% | +88.6% | +9.9% | +48.3% |
| 10Y | +289.1% | +169.3% | +119.8% | +151.8% |
| All | +9,724.5% | +4,244.2% | +5,480.4% | +2,117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling