+45,672.9%
TJX vs CL
+4,870.0%
+40,802.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | -2.2% | -2.2% | -0.1% | -1.3% |
| 30D | -17.1% | -4.8% | -12.3% | -15.4% |
| 3M | -16.5% | +4.9% | -21.4% | -18.2% |
| 6M | -17.8% | -5.7% | -12.1% | -16.1% |
| YTD | -13.2% | +14.4% | -27.6% | -18.5% |
| 1Y | -5.2% | +8.7% | -13.9% | -9.3% |
| 3Y | +48.2% | +30.0% | +18.3% | +29.8% |
| 5Y | +99.8% | +28.4% | +71.4% | +74.3% |
| 10Y | +291.1% | +50.1% | +241.0% | +213.4% |
| All | +45,672.9% | +4,870.0% | +40,802.9% | +6,909.8% |
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