+284.9%
TJX vs CL
+55.9%
+228.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.4% | -2.4% | -1.9% | -3.4% |
| 30D | -18.6% | -4.8% | -13.8% | -16.9% |
| 3M | -24.4% | -1.7% | -22.6% | -23.9% |
| 6M | -20.2% | -3.8% | -16.4% | -19.2% |
| YTD | -16.9% | +13.3% | -30.2% | -21.7% |
| 1Y | -8.5% | +8.3% | -16.8% | -12.2% |
| 3Y | +43.7% | +28.8% | +14.9% | +25.1% |
| 5Y | +97.3% | +28.5% | +68.8% | +70.0% |
| All | +284.9% | +55.9% | +228.9% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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