+316.4%
TJX vs CLF
+74.2%
+242.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -0.3% | +10.4% | -10.7% | -1.6% |
| 30D | -5.6% | +0.6% | -6.1% | -6.2% |
| 3M | -12.3% | +4.1% | -16.4% | -13.5% |
| 6M | -7.7% | +15.1% | -22.8% | -11.0% |
| YTD | -11.4% | -4.7% | -6.7% | -13.4% |
| 1Y | -7.0% | +20.4% | -27.4% | -12.3% |
| 3Y | +53.3% | -23.4% | +76.6% | +45.8% |
| 5Y | +109.9% | -43.3% | +153.2% | +101.2% |
| All | +316.4% | +74.2% | +242.3% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling