+97.2%
TJX vs CHTR
-81.7%
+178.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.8% |
| 7D | -4.6% | -4.1% | -0.5% | -4.1% |
| 30D | -17.2% | -3.0% | -14.2% | -17.0% |
| 3M | -24.9% | +4.8% | -29.7% | -25.8% |
| 6M | -19.7% | -35.0% | +15.4% | -15.9% |
| YTD | -17.2% | -30.2% | +13.0% | -14.6% |
| 1Y | -9.4% | -44.8% | +35.3% | -3.1% |
| 3Y | +43.1% | -66.6% | +109.6% | +64.8% |
| All | +97.2% | -81.7% | +178.8% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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