+46,630.9%
TJX vs CL
+5,512.1%
+41,118.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.9% |
| 7D | -0.3% | +3.2% | -3.6% | -1.7% |
| 30D | -5.6% | +8.0% | -13.6% | -8.7% |
| 3M | -12.3% | +7.9% | -20.2% | -15.2% |
| 6M | -7.7% | +14.7% | -22.4% | -13.2% |
| YTD | -11.4% | +29.2% | -40.6% | -21.0% |
| 1Y | -7.0% | +29.5% | -36.6% | -17.3% |
| 3Y | +53.3% | +40.7% | +12.6% | +29.9% |
| 5Y | +109.9% | +43.9% | +66.1% | +74.4% |
| 10Y | +310.0% | +87.2% | +222.7% | +199.3% |
| All | +46,630.9% | +5,512.1% | +41,118.8% | +6,693.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling