+95.2%
TJX vs CL
+27.0%
+68.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.0% |
| 7D | -4.0% | -2.3% | -1.7% | -3.2% |
| 30D | -20.3% | -5.5% | -14.8% | -18.8% |
| 3M | -23.3% | +0.8% | -24.1% | -23.5% |
| 6M | -19.7% | -4.2% | -15.5% | -18.8% |
| YTD | -17.1% | +13.4% | -30.6% | -20.7% |
| 1Y | -8.8% | +7.1% | -15.9% | -11.2% |
| 3Y | +43.4% | +29.0% | +14.4% | +28.1% |
| 5Y | +95.2% | +28.3% | +66.9% | +73.7% |
| All | +95.2% | +27.0% | +68.2% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling