+46.6%
TJX vs CL
+28.9%
+17.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -3.3% | -1.4% | -1.9% | -2.9% |
| 30D | -19.9% | -5.2% | -14.6% | -18.6% |
| 3M | -19.0% | +3.3% | -22.4% | -19.7% |
| 6M | -18.6% | -4.4% | -14.2% | -17.7% |
| YTD | -15.3% | +13.9% | -29.2% | -18.4% |
| 1Y | -7.3% | +7.6% | -15.0% | -9.5% |
| 3Y | +46.6% | +29.6% | +17.0% | +33.4% |
| All | +46.6% | +28.9% | +17.7% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling