+43.2%
TJX vs CI
+4.5%
+38.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | -4.0% | -1.1% | -2.8% | -3.9% |
| 30D | -20.3% | +0.5% | -20.8% | -20.4% |
| 3M | -23.3% | -5.2% | -18.1% | -23.0% |
| 6M | -19.7% | +4.3% | -24.1% | -20.1% |
| YTD | -17.1% | +2.8% | -19.9% | -17.5% |
| 1Y | -8.8% | -5.8% | -3.0% | -8.8% |
| All | +43.2% | +4.5% | +38.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling