+240.0%
TJX vs CLBK
+65.5%
+174.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -1.5% | -3.1% | -4.1% |
| 30D | -17.2% | -1.0% | -16.1% | -16.9% |
| 3M | -24.9% | +22.9% | -47.8% | -30.0% |
| 6M | -19.7% | +44.2% | -63.9% | -29.0% |
| YTD | -17.2% | +64.0% | -81.2% | -30.1% |
| 1Y | -9.4% | +65.7% | -75.1% | -24.2% |
| 3Y | +43.1% | +54.1% | -11.0% | +18.0% |
| 5Y | +96.7% | +44.7% | +52.0% | +51.5% |
| All | +240.0% | +65.5% | +174.5% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling