+1,598.0%
TJX vs CHTR
+316.5%
+1,281.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.1% |
| 7D | -4.6% | -4.1% | -0.5% | -3.8% |
| 30D | -17.2% | -3.0% | -14.2% | -17.0% |
| 3M | -24.9% | +4.8% | -29.7% | -26.3% |
| 6M | -19.7% | -35.0% | +15.4% | -14.1% |
| YTD | -17.2% | -30.2% | +13.0% | -13.2% |
| 1Y | -9.4% | -44.8% | +35.3% | -0.1% |
| 3Y | +43.1% | -66.6% | +109.6% | +71.6% |
| 5Y | +96.7% | -81.5% | +178.2% | +170.7% |
| 10Y | +287.7% | -44.8% | +332.6% | +297.4% |
| All | +1,598.0% | +316.5% | +1,281.5% | +1,022.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling