+46,630.9%
TJX vs CI
+8,030.3%
+38,600.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.7% |
| 30D | -5.6% | +2.6% | -8.2% | -6.2% |
| 3M | -12.3% | +7.4% | -19.8% | -14.1% |
| 6M | -7.7% | -0.1% | -7.6% | -8.1% |
| YTD | -11.4% | +9.7% | -21.1% | -14.3% |
| 1Y | -7.0% | +12.1% | -19.2% | -10.6% |
| 3Y | +53.3% | +7.0% | +46.2% | +44.6% |
| 5Y | +109.9% | +49.7% | +60.2% | +78.0% |
| 10Y | +310.0% | +147.2% | +162.7% | +195.4% |
| All | +46,630.9% | +8,030.3% | +38,600.5% | +8,646.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling