+283.6%
TJX vs CI
+144.2%
+139.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -17.2% | +1.8% | -18.9% | -17.6% |
| 3M | -24.9% | -4.2% | -20.7% | -24.1% |
| 6M | -19.7% | +8.8% | -28.5% | -22.3% |
| YTD | -17.2% | +3.7% | -20.9% | -18.9% |
| 1Y | -9.4% | -6.1% | -3.3% | -9.4% |
| 3Y | +43.1% | +4.5% | +38.6% | +33.2% |
| 5Y | +96.7% | +50.5% | +46.2% | +54.3% |
| All | +283.6% | +144.2% | +139.5% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling