+2.8%
TJX vs CHYM
-23.3%
+26.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -4.6% | -2.3% | -2.3% | -4.6% |
| 30D | -17.2% | +4.4% | -21.6% | -17.2% |
| 3M | -24.9% | +91.3% | -116.2% | -25.3% |
| 6M | -19.7% | +44.0% | -63.6% | -19.9% |
| YTD | -17.2% | +31.1% | -48.3% | -17.4% |
| 1Y | -9.4% | +37.8% | -47.3% | -10.0% |
| All | +2.8% | -23.3% | +26.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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