+97.2%
TJX vs CLBK
+43.5%
+53.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -1.5% | -3.1% | -4.4% |
| 30D | -17.2% | -1.0% | -16.1% | -17.0% |
| 3M | -24.9% | +22.9% | -47.8% | -27.3% |
| 6M | -19.7% | +44.2% | -63.9% | -24.2% |
| YTD | -17.2% | +64.0% | -81.2% | -23.5% |
| 1Y | -9.4% | +65.7% | -75.1% | -16.6% |
| 3Y | +43.1% | +54.1% | -11.0% | +31.5% |
| All | +97.2% | +43.5% | +53.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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